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.14.5%
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.10.5%
HV6011.0%
IV − HV20价差
+4.0pt
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.
28/60 已记录天数
Cboe delayed options data · 截至 09:42 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 20.1% | +3.8pt | ±0.7% |
| Oct 20, 2026 | 1 | 16.9% | +4.5pt | ±0.9% |
| Oct 21, 2026 | 2 | 16.0% | +4.5pt | ±1.1% |
| Oct 22, 2026 | 3 | 15.8% | +4.6pt | ±1.3% |
| Oct 23, 2026 | 4 | 15.7% | +4.8pt | ±1.5% |
| Oct 26, 2026 | 7 | 13.4% | +4.3pt | ±1.6% |
| Oct 27, 2026 | 8 | 13.5% | +4.4pt | ±1.7% |
| Oct 28, 2026 | 9 | 14.3% | +4.6pt | ±1.9% |
| Oct 29, 2026 | 10 | 14.8% | +4.7pt | ±2.1% |
| Oct 30, 2026 | 11 | 15.0% | +4.8pt | ±2.2% |
| Nov 02, 2026 | 14 | 14.0% | +4.7pt | ±2.3% |
| Nov 03, 2026 | 15 | 14.1% | +4.8pt | ±2.4% |
| Nov 04, 2026 | 16 | 14.6% | +5.0pt | ±2.5% |
| Nov 05, 2026 | 17 | 14.6% | +5.1pt | ±2.6% |
| Nov 06, 2026 | 18 | 14.9% | +5.3pt | ±2.7% |
| Nov 09, 2026 | 21 | 14.3% | +5.2pt | ±2.8% |
波动率微笑 — Oct 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