SVXY volatilidade 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%
Spread IV − HV20
+14.3pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
36
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 09:38 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| 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% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20