TLT volatilité iShares 20+ Year Treasury Bond ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.10.6%
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.10.8%
HV6010.0%
Écart IV − HV20
-0.2pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 00:38 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variation implicite |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | 11.3% | — | ±0.1% |
| Sep 04, 2026 | 2 | 12.3% | +0.1pt | ±0.7% |
| Sep 09, 2026 | 7 | 9.1% | +0.3pt | ±1.0% |
| Sep 11, 2026 | 9 | 10.2% | +0.4pt | ±1.3% |
| Sep 14, 2026 | 12 | 9.5% | +0.2pt | ±1.4% |
| Sep 16, 2026 | 14 | 10.3% | +0.3pt | ±1.6% |
| Sep 18, 2026 | 16 | 10.7% | +0.5pt | ±1.8% |
| Sep 25, 2026 | 23 | 10.6% | +0.5pt | ±2.1% |
| Sep 30, 2026 | 28 | 10.5% | +0.5pt | ±2.3% |
| Oct 02, 2026 | 30 | 10.6% | +0.6pt | ±2.6% |
| Oct 09, 2026 | 37 | 10.7% | +0.5pt | ±2.8% |
| Oct 16, 2026 | 44 | 10.8% | +0.3pt | ±3.1% |
| Oct 30, 2026 | 58 | 11.0% | +0.5pt | ±3.6% |
| Nov 20, 2026 | 79 | 11.3% | +0.4pt | ±4.3% |
| Dec 18, 2026 | 107 | 11.4% | +0.4pt | ±5.1% |
| Dec 31, 2026 | 120 | 11.4% | +0.4pt | ±5.3% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20