SQQQ volatilidad 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.61.2%
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.45.8%
HV6055.6%
Diferencial IV − HV20
+15.4pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
81
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 12:44 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 74.9% | -16.3pt | ±6.3% |
| Oct 30, 2026 | 10 | 75.0% | -19.7pt | ±10.4% |
| Nov 06, 2026 | 17 | 72.1% | -27.4pt | ±12.7% |
| Nov 13, 2026 | 24 | 66.2% | -22.0pt | ±13.7% |
| Nov 20, 2026 | 31 | 60.5% | -22.1pt | ±14.4% |
| Nov 27, 2026 | 38 | 60.1% | — | ±15.5% |
| Dec 18, 2026 | 59 | 66.1% | -21.1pt | ±20.8% |
| Jan 15, 2027 | 87 | 64.5% | -26.3pt | ±25.4% |
| Mar 19, 2027 | 150 | 65.6% | -21.2pt | ±32.8% |
| Jun 17, 2027 | 240 | 68.8% | — | ±42.7% |
| Jan 21, 2028 | 458 | 74.8% | — | ±60.4% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20