SPX 波动率 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.11.7%
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%
IV − HV20价差
+4.1pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 已记录天数
Cboe delayed options data · 截至 20:03 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 14.7% | +0.6pt | ±0.1% |
| Sep 04, 2026 | 1 | 11.6% | +1.7pt | ±0.5% |
| Sep 08, 2026 | 5 | 7.6% | +1.3pt | ±0.7% |
| Sep 09, 2026 | 6 | 8.3% | +1.5pt | ±0.8% |
| Sep 10, 2026 | 7 | 8.9% | +1.7pt | ±1.0% |
| Sep 11, 2026 | 8 | 10.0% | +1.9pt | ±1.2% |
| Sep 14, 2026 | 11 | 9.3% | +1.9pt | ±1.3% |
| Sep 15, 2026 | 12 | 9.6% | +2.0pt | ±1.4% |
| Sep 16, 2026 | 13 | 10.4% | +2.2pt | ±1.6% |
| Sep 17, 2026 | 14 | 10.9% | +2.3pt | ±1.7% |
| Sep 18, 2026 | 15 | 11.1% | +2.4pt | ±1.8% |
| Sep 21, 2026 | 18 | 10.7% | +2.5pt | ±1.9% |
| Sep 22, 2026 | 19 | 10.9% | +2.6pt | ±2.0% |
| Sep 23, 2026 | 20 | 11.0% | +2.8pt | ±2.1% |
| Sep 24, 2026 | 21 | 11.2% | +2.9pt | ±2.1% |
| Sep 25, 2026 | 22 | 11.3% | +3.0pt | ±2.2% |
波动率微笑 — Sep 30, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20