SPY Volatilität State Street SPDR S&P 500 ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.12.2%
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.7.4%
HV6012.9%
IV − HV20-Spread
+4.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 13:03 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 11.6% | +1.7pt | ±0.5% |
| Sep 04, 2026 | 1 | 12.5% | +1.9pt | ±0.8% |
| Sep 08, 2026 | 5 | 9.1% | +2.7pt | ±0.9% |
| Sep 09, 2026 | 6 | 9.5% | +3.1pt | ±1.0% |
| Sep 10, 2026 | 7 | 10.0% | +2.6pt | ±1.2% |
| Sep 11, 2026 | 8 | 10.5% | +3.3pt | ±1.4% |
| Sep 14, 2026 | 11 | 10.4% | +3.0pt | ±1.5% |
| Sep 15, 2026 | 12 | 10.2% | +2.7pt | ±1.5% |
| Sep 16, 2026 | 13 | 12.3% | +1.8pt | ±1.9% |
| Sep 17, 2026 | 14 | — | — | — |
| Sep 18, 2026 | 15 | 11.2% | +3.9pt | ±2.0% |
| Sep 25, 2026 | 22 | 11.7% | +4.1pt | ±2.4% |
| Sep 30, 2026 | 27 | 11.7% | +4.3pt | ±2.6% |
| Oct 02, 2026 | 29 | 12.2% | +4.1pt | ±2.8% |
| Oct 09, 2026 | 36 | 12.2% | +4.4pt | ±3.1% |
| Oct 16, 2026 | 43 | 12.6% | +4.6pt | ±3.6% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20