SVXY Volatilität 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.26.4%
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.13.5%
HV6022.7%
IV − HV20-Spread
+12.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
31
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 18:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 25.4% | +9.1pt | ±4.2% |
| Oct 16, 2026 | 43 | 26.7% | +9.9pt | ±7.4% |
| Dec 18, 2026 | 106 | 31.8% | +9.7pt | ±13.6% |
| Jan 15, 2027 | 134 | 33.9% | +11.7pt | ±16.3% |
| Mar 19, 2027 | 197 | 33.7% | +10.6pt | ±19.4% |
| Jan 21, 2028 | 505 | 34.3% | +16.8pt | ±30.8% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20