SPY волатильность 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.13.7%
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.10.5%
HV6010.9%
Спред IV − HV20
+3.3pt
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.
28/60 записано дней
Cboe delayed options data · по состоянию на 15:05 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 | 17.1% | +2.7pt | ±0.4% |
| Oct 20, 2026 | 1 | 14.1% | +3.6pt | ±0.7% |
| Oct 21, 2026 | 2 | 14.1% | +3.9pt | ±0.9% |
| Oct 22, 2026 | 3 | 14.0% | +4.1pt | ±1.1% |
| Oct 23, 2026 | 4 | 14.1% | +4.3pt | ±1.2% |
| Oct 26, 2026 | 7 | 12.0% | +3.8pt | ±1.4% |
| Oct 27, 2026 | 8 | 12.2% | +3.9pt | ±1.5% |
| Oct 28, 2026 | 9 | 13.2% | +4.2pt | ±1.7% |
| Oct 29, 2026 | 10 | 13.6% | +4.3pt | ±1.8% |
| Oct 30, 2026 | 11 | 13.7% | +4.5pt | ±1.9% |
| Nov 02, 2026 | 14 | 12.6% | +4.4pt | ±2.0% |
| Nov 06, 2026 | 18 | 13.7% | +5.0pt | ±2.5% |
| Nov 13, 2026 | 25 | 13.6% | +5.2pt | ±2.9% |
| Nov 20, 2026 | 32 | 13.7% | +5.3pt | ±3.3% |
| Nov 27, 2026 | 39 | 13.5% | +5.3pt | ±3.6% |
| Nov 30, 2026 | 42 | 13.4% | +5.2pt | ±3.7% |
Улыбка волатильности — Nov 20, 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