TAN 변동성 Invesco Solar ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.42.1%
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.32.1%
HV6034.4%
IV − HV20 스프레드
+10.0pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
57
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 일 기록됨
Cboe delayed options data · 기준일 15:44 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 42.1% | +6.2pt | ±10.0% |
| Dec 18, 2026 | 60 | 41.5% | -0.1pt | ±13.5% |
| Jan 15, 2027 | 88 | 38.6% | +2.7pt | ±15.2% |
| Apr 16, 2027 | 179 | 39.9% | +3.4pt | ±22.2% |
| Jan 21, 2028 | 459 | 40.7% | -3.8pt | ±36.2% |
변동성 스마일 — Nov 20, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20