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.36.9%
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.20.8%
HV6019.3%
Écart IV − HV20
+16.0pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
44
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.
29/60 jours enregistrés
Cboe delayed options data · au 18:44 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 36.9% | +17.1pt | ±8.6% |
| Dec 18, 2026 | 59 | 33.3% | +15.7pt | ±10.8% |
| Jan 15, 2027 | 87 | 33.2% | +12.6pt | ±12.8% |
| Mar 19, 2027 | 150 | 32.2% | +11.0pt | ±16.3% |
| Jun 17, 2027 | 240 | 34.2% | +9.6pt | ±21.7% |
| Jan 21, 2028 | 458 | 33.7% | +8.6pt | ±28.9% |
Smile de volatilité — Nov 20, 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