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.13.7%
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.11.2%
HV6010.7%
Écart IV − HV20
+2.5pt
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.
29/60 jours enregistrés
Cboe delayed options data · au 03:43 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 13.2% | -2.5pt | ±0.1% |
| Oct 21, 2026 | 2 | 13.1% | -0.2pt | ±0.8% |
| Oct 23, 2026 | 4 | 13.3% | -0.6pt | ±1.1% |
| Oct 26, 2026 | 7 | 11.4% | -0.5pt | ±1.3% |
| Oct 28, 2026 | 9 | 12.5% | -0.3pt | ±1.6% |
| Oct 30, 2026 | 11 | 13.3% | -0.3pt | ±1.9% |
| Nov 02, 2026 | 14 | 12.1% | +0.3pt | ±2.2% |
| Nov 06, 2026 | 18 | 13.7% | -0.1pt | ±2.5% |
| Nov 13, 2026 | 25 | 13.7% | -0.1pt | ±2.9% |
| Nov 20, 2026 | 32 | 13.7% | +0.0pt | ±3.3% |
| Nov 27, 2026 | 39 | 13.5% | +0.1pt | ±3.6% |
| Nov 30, 2026 | 42 | 13.4% | +0.0pt | ±3.7% |
| Dec 18, 2026 | 60 | 13.8% | +0.1pt | ±4.7% |
| Dec 31, 2026 | 73 | 13.7% | +0.1pt | ±5.0% |
| Jan 15, 2027 | 88 | 13.7% | +0.1pt | ±5.5% |
| Feb 19, 2027 | 123 | 13.7% | +0.2pt | ±6.4% |
Smile de volatilité — Nov 20, 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