TLT volatilidad 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.13.5%
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.11.2%
HV6010.7%
Diferencial IV − HV20
+2.3pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 18:05 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 13.3% | +0.3pt | ±0.6% |
| Oct 23, 2026 | 3 | 13.1% | -0.6pt | ±1.0% |
| Oct 26, 2026 | 6 | 11.1% | -0.3pt | ±1.1% |
| Oct 28, 2026 | 8 | 12.2% | -1.0pt | ±1.5% |
| Oct 30, 2026 | 10 | 12.8% | -0.5pt | ±1.7% |
| Nov 02, 2026 | 13 | 12.0% | -0.2pt | ±2.0% |
| Nov 04, 2026 | 15 | 13.0% | +0.3pt | ±2.2% |
| Nov 06, 2026 | 17 | 13.5% | -0.2pt | ±2.4% |
| Nov 13, 2026 | 24 | 13.5% | -0.0pt | ±2.8% |
| Nov 20, 2026 | 31 | 13.5% | +0.1pt | ±3.2% |
| Nov 27, 2026 | 38 | 13.1% | +0.0pt | ±3.4% |
| Nov 30, 2026 | 41 | 13.2% | -0.1pt | ±3.5% |
| Dec 18, 2026 | 59 | 13.8% | +0.0pt | ±4.6% |
| Dec 31, 2026 | 72 | 13.5% | -0.1pt | ±4.9% |
| Jan 15, 2027 | 87 | 13.6% | +0.1pt | ±5.4% |
| Feb 19, 2027 | 122 | 13.9% | -0.0pt | ±6.4% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20