SPY volatilità 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.12.1%
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%
Spread IV − HV20
+4.7pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 03:38 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | 34.3% | -1.8pt | ±0.1% |
| Sep 03, 2026 | 1 | 12.2% | +1.7pt | ±0.5% |
| Sep 04, 2026 | 2 | 12.0% | +1.9pt | ±0.7% |
| Sep 08, 2026 | 6 | 9.4% | +2.7pt | ±1.0% |
| Sep 09, 2026 | 7 | 10.0% | +3.1pt | ±1.1% |
| Sep 10, 2026 | 8 | 10.2% | +2.6pt | ±1.3% |
| Sep 11, 2026 | 9 | 11.0% | +3.3pt | ±1.4% |
| Sep 14, 2026 | 12 | 10.4% | +3.0pt | ±1.5% |
| Sep 15, 2026 | 13 | 10.2% | +2.7pt | ±1.5% |
| Sep 16, 2026 | 14 | 12.3% | +1.8pt | ±1.9% |
| Sep 18, 2026 | 16 | 11.9% | +3.9pt | ±2.1% |
| Sep 25, 2026 | 23 | 12.0% | +4.1pt | ±2.4% |
| Sep 30, 2026 | 28 | 12.0% | +4.3pt | ±2.7% |
| Oct 02, 2026 | 30 | 12.1% | +4.1pt | ±2.8% |
| Oct 09, 2026 | 37 | 12.5% | +4.4pt | ±3.2% |
| Oct 16, 2026 | 44 | 12.8% | +4.6pt | ±3.6% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20