SPX volatilidade S&P 500 Index
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.11.9%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.7.6%
HV6012.6%
Spread IV − HV20
+4.3pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 17:03 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 11.9% | +1.2pt | ±0.2% |
| Sep 04, 2026 | 1 | 12.0% | +1.8pt | ±0.5% |
| Sep 08, 2026 | 5 | 7.9% | +1.4pt | ±0.7% |
| Sep 09, 2026 | 6 | 8.6% | +1.6pt | ±0.9% |
| Sep 10, 2026 | 7 | 9.2% | +1.8pt | ±1.0% |
| Sep 11, 2026 | 8 | 10.3% | +2.0pt | ±1.2% |
| Sep 14, 2026 | 11 | 9.6% | +2.0pt | ±1.3% |
| Sep 15, 2026 | 12 | 9.9% | +2.1pt | ±1.4% |
| Sep 16, 2026 | 13 | 10.8% | +2.3pt | ±1.6% |
| Sep 17, 2026 | 14 | 11.2% | +2.5pt | ±1.7% |
| Sep 18, 2026 | 15 | 11.4% | +2.6pt | ±1.9% |
| Sep 21, 2026 | 18 | 11.0% | +2.6pt | ±2.0% |
| Sep 22, 2026 | 19 | 11.1% | +2.8pt | ±2.0% |
| Sep 23, 2026 | 20 | 11.3% | +2.9pt | ±2.1% |
| Sep 24, 2026 | 21 | 11.4% | +3.0pt | ±2.2% |
| Sep 25, 2026 | 22 | 11.6% | +3.1pt | ±2.3% |
Sorriso de volatilidade — Sep 30, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20