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.64.8%
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
+19.0pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
85
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 18:44 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 | 69.7% | -13.2pt | ±5.1% |
| Oct 30, 2026 | 10 | 70.2% | -20.1pt | ±9.3% |
| Nov 06, 2026 | 17 | 68.1% | -26.9pt | ±11.8% |
| Nov 13, 2026 | 24 | 66.3% | -23.7pt | ±13.6% |
| Nov 20, 2026 | 31 | 64.6% | -22.5pt | ±15.0% |
| Nov 27, 2026 | 38 | 61.0% | -19.9pt | ±15.6% |
| Dec 18, 2026 | 59 | 64.3% | -22.7pt | ±20.4% |
| Jan 15, 2027 | 87 | 61.8% | -28.8pt | ±24.4% |
| Mar 19, 2027 | 150 | 66.1% | -22.1pt | ±33.0% |
| Jun 17, 2027 | 240 | 72.1% | — | ±44.7% |
| Jan 21, 2028 | 458 | 77.7% | — | ±62.5% |
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