SQQQ 변동성 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.52.8%
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.38.2%
HV6072.9%
IV − HV20 스프레드
+14.7pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
84
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 일 기록됨
Cboe delayed options data · 기준일 09:38 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 50.9% | -8.5pt | ±3.1% |
| Sep 11, 2026 | 8 | 47.3% | -13.2pt | ±5.9% |
| Sep 18, 2026 | 15 | 53.1% | -14.9pt | ±8.9% |
| Sep 25, 2026 | 22 | 52.5% | -20.3pt | ±11.6% |
| Oct 02, 2026 | 29 | 52.6% | -24.6pt | ±12.6% |
| Oct 09, 2026 | 36 | 53.9% | -20.6pt | ±14.0% |
| Oct 16, 2026 | 43 | 56.5% | -19.8pt | ±15.9% |
| Dec 18, 2026 | 106 | 60.8% | -22.6pt | ±26.1% |
| Jan 15, 2027 | 134 | 62.6% | -24.7pt | ±30.4% |
| Mar 19, 2027 | 197 | 66.9% | — | ±38.4% |
| Jan 21, 2028 | 505 | 81.2% | — | ±68.4% |
변동성 스마일 — Sep 18, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20