SQQQ Volatilität ProShares - UltraPro Short QQQ
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.63.5%
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.45.8%
HV6055.6%
IV − HV20-Spread
+17.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
84
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:44 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 71.1% | -16.3pt | ±6.0% |
| Oct 30, 2026 | 10 | 70.5% | -19.7pt | ±9.8% |
| Nov 06, 2026 | 17 | 69.5% | -27.4pt | ±12.3% |
| Nov 13, 2026 | 24 | 66.3% | -22.0pt | ±13.9% |
| Nov 20, 2026 | 31 | 63.2% | -22.1pt | ±14.9% |
| Nov 27, 2026 | 38 | 65.3% | — | ±17.0% |
| Dec 18, 2026 | 59 | 65.6% | -21.1pt | ±21.0% |
| Jan 15, 2027 | 87 | 60.3% | -26.3pt | ±23.9% |
| Mar 19, 2027 | 150 | 64.1% | -21.2pt | ±32.2% |
| Jun 17, 2027 | 240 | 69.8% | — | ±43.4% |
| Jan 21, 2028 | 458 | 75.1% | — | ±60.8% |
Volatility Smile — Nov 20, 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