TLT Volatilität 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.10.7%
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%
IV − HV20-Spread
-0.2pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 12.3% | +0.1pt | ±0.7% |
| Sep 09, 2026 | 6 | 9.1% | +0.2pt | ±1.0% |
| Sep 11, 2026 | 8 | 10.2% | +0.4pt | ±1.3% |
| Sep 14, 2026 | 11 | 9.5% | +0.3pt | ±1.4% |
| Sep 16, 2026 | 13 | 10.4% | +0.3pt | ±1.6% |
| Sep 18, 2026 | 15 | 10.7% | +0.4pt | ±1.8% |
| Sep 25, 2026 | 22 | 10.5% | +0.4pt | ±2.1% |
| Sep 30, 2026 | 27 | 10.5% | +0.6pt | ±2.3% |
| Oct 02, 2026 | 29 | 10.6% | +0.5pt | ±2.6% |
| Oct 09, 2026 | 36 | 10.7% | +0.5pt | ±2.8% |
| Oct 16, 2026 | 43 | 10.8% | +0.4pt | ±3.1% |
| Oct 30, 2026 | 57 | 11.0% | +0.4pt | ±3.6% |
| Nov 20, 2026 | 78 | 11.3% | +0.4pt | ±4.3% |
| Dec 18, 2026 | 106 | 11.4% | +0.4pt | ±5.1% |
| Dec 31, 2026 | 119 | 11.4% | +0.4pt | ±5.3% |
| Jan 15, 2027 | 134 | 11.5% | +0.4pt | ±5.6% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20