SVXY volatility ProShares - Short VIX Short-Term Futures ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.35.8%
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.20.8%
HV6019.3%
IV − HV20 spread
+15.0pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
41
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 06:43 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 35.8% | +20.0pt | ±8.4% |
| Dec 18, 2026 | 59 | 36.0% | +5.3pt | ±11.6% |
| Jan 15, 2027 | 87 | 30.1% | +10.5pt | ±11.7% |
| Mar 19, 2027 | 150 | 33.2% | +2.6pt | ±16.8% |
| Jun 17, 2027 | 240 | 34.3% | — | ±21.8% |
| Jan 21, 2028 | 458 | 33.7% | +5.2pt | ±28.8% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20