SVXY volatilite 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.13.7%
HV6022.6%
IV − HV20 farkı
+12.7pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
31
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 kaydedilen gün
Cboe delayed options data · itibarıyla 21:54 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied hareket |
|---|---|---|---|---|
| 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% |
Volatilite gülümsemesi — Sep 18, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20