SQQQ volatilità 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.52.9%
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%
Spread IV − HV20
+14.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 15:38 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 54.2% | -12.7pt | ±2.5% |
| Sep 11, 2026 | 8 | 42.8% | -17.2pt | ±5.2% |
| Sep 18, 2026 | 15 | 49.7% | -15.8pt | ±8.1% |
| Sep 25, 2026 | 22 | 50.1% | -22.3pt | ±11.0% |
| Oct 02, 2026 | 29 | 52.2% | -23.9pt | ±12.4% |
| Oct 09, 2026 | 36 | 56.3% | -22.3pt | ±14.5% |
| Oct 16, 2026 | 43 | 55.0% | -19.8pt | ±15.3% |
| Oct 23, 2026 | 50 | 56.4% | — | ±16.8% |
| Dec 18, 2026 | 106 | 62.1% | -23.7pt | ±26.4% |
| Jan 15, 2027 | 134 | 63.1% | -29.5pt | ±30.3% |
| Mar 19, 2027 | 197 | 65.8% | — | ±37.5% |
| Jan 21, 2028 | 505 | 80.3% | — | ±67.2% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20