SPX волатильность 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.14.0%
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.9.0%
HV6011.0%
Спред IV − HV20
+4.9pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 03:43 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | — | — | — |
| Oct 20, 2026 | 1 | 15.5% | +3.7pt | ±0.6% |
| Oct 21, 2026 | 2 | 14.6% | +3.8pt | ±0.8% |
| Oct 22, 2026 | 3 | 14.9% | +4.1pt | ±1.0% |
| Oct 23, 2026 | 4 | 14.9% | +4.4pt | ±1.2% |
| Oct 26, 2026 | 7 | 12.6% | +3.9pt | ±1.4% |
| Oct 27, 2026 | 8 | 12.7% | +4.1pt | ±1.5% |
| Oct 28, 2026 | 9 | 13.6% | +4.3pt | ±1.7% |
| Oct 29, 2026 | 10 | 14.1% | +4.5pt | ±1.9% |
| Oct 30, 2026 | 11 | 14.4% | +4.7pt | ±2.0% |
| Nov 02, 2026 | 14 | 13.4% | +4.4pt | ±2.1% |
| Nov 03, 2026 | 15 | 13.6% | +4.6pt | ±2.2% |
| Nov 04, 2026 | 16 | 14.0% | +4.7pt | ±2.3% |
| Nov 05, 2026 | 17 | 14.0% | +4.9pt | ±2.4% |
| Nov 06, 2026 | 18 | 14.3% | +5.0pt | ±2.5% |
| Nov 09, 2026 | 21 | 13.7% | +4.9pt | ±2.6% |
Улыбка волатильности — Oct 30, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20