SQQQ volatilitas 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.52.2%
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.38.2%
HV6072.9%
Selisih IV − HV20
+14.0pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 18:38 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 51.8% | -7.6pt | ±2.3% |
| Sep 11, 2026 | 8 | 45.1% | -7.3pt | ±5.4% |
| Sep 18, 2026 | 15 | 50.1% | -8.1pt | ±8.2% |
| Sep 25, 2026 | 22 | 48.7% | -15.2pt | ±10.8% |
| Oct 02, 2026 | 29 | 51.8% | -13.9pt | ±12.3% |
| Oct 09, 2026 | 36 | 54.1% | -22.4pt | ±14.0% |
| Oct 16, 2026 | 43 | 54.2% | -16.4pt | ±15.0% |
| Oct 23, 2026 | 50 | 59.6% | — | ±17.7% |
| Dec 18, 2026 | 106 | 61.4% | -25.2pt | ±26.1% |
| Jan 15, 2027 | 134 | 62.1% | -29.0pt | ±29.8% |
| Mar 19, 2027 | 197 | 66.8% | — | ±38.0% |
| Jan 21, 2028 | 505 | 79.2% | — | ±66.0% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20