SVXY volatilità 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%
Spread IV − HV20
+12.9pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
32
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 15:38 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| 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
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20