SVXY 波动率 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.35.8%
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.20.8%
HV6019.3%
IV − HV20价差
+15.0pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
41
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 已记录天数
Cboe delayed options data · 截至 12:44 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 35.8% | +20.0pt | ±8.5% |
| Dec 18, 2026 | 59 | 36.0% | +5.3pt | ±11.7% |
| Jan 15, 2027 | 87 | 30.1% | +10.5pt | ±11.8% |
| Mar 19, 2027 | 150 | 33.2% | +2.6pt | ±17.0% |
| Jun 17, 2027 | 240 | 34.3% | — | ±22.0% |
| Jan 21, 2028 | 458 | 33.7% | +5.2pt | ±29.1% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20