TAN volatilidade 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.41.1%
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%
Spread IV − HV20
+9.0pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
54
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.
28/60 dias registrados
Cboe delayed options data · em 12:41 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 41.1% | +0.8pt | ±10.2% |
| Dec 18, 2026 | 60 | 40.1% | +2.8pt | ±13.5% |
| Jan 15, 2027 | 88 | 39.0% | +5.8pt | ±15.6% |
| Apr 16, 2027 | 179 | 39.9% | +4.2pt | ±22.6% |
| Jan 21, 2028 | 459 | 40.8% | -1.4pt | ±36.4% |
Sorriso de volatilidade — Nov 20, 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