SVXY volatilité 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.27.8%
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.13.5%
HV6022.7%
Écart IV − HV20
+14.3pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
36
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 09:38 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 26.6% | +9.8pt | ±4.4% |
| Oct 16, 2026 | 43 | 28.2% | +11.2pt | ±7.8% |
| Dec 18, 2026 | 106 | 30.8% | +10.1pt | ±13.2% |
| Jan 15, 2027 | 134 | 34.1% | +11.6pt | ±16.3% |
| Mar 19, 2027 | 197 | 33.8% | +10.7pt | ±19.5% |
| Jan 21, 2028 | 505 | 34.0% | +14.6pt | ±30.5% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20