TLT volatilitas 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.10.2%
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%
Selisih IV − HV20
-0.6pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 16:03 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 11.8% | -0.2pt | ±0.6% |
| Sep 09, 2026 | 6 | 8.2% | +0.5pt | ±0.9% |
| Sep 11, 2026 | 8 | 9.4% | +0.3pt | ±1.1% |
| Sep 14, 2026 | 11 | 8.9% | +0.3pt | ±1.3% |
| Sep 16, 2026 | 13 | 9.8% | +0.3pt | ±1.6% |
| Sep 18, 2026 | 15 | 10.0% | +0.6pt | ±1.6% |
| Sep 25, 2026 | 22 | 10.0% | +0.5pt | ±2.0% |
| Sep 30, 2026 | 27 | 10.1% | +0.3pt | ±2.3% |
| Oct 02, 2026 | 29 | 10.2% | +0.5pt | ±2.4% |
| Oct 09, 2026 | 36 | 10.3% | +0.3pt | ±2.7% |
| Oct 16, 2026 | 43 | 10.5% | +0.3pt | ±3.0% |
| Oct 23, 2026 | 50 | 10.5% | +0.3pt | ±3.2% |
| Oct 30, 2026 | 57 | 10.7% | +0.3pt | ±3.5% |
| Nov 20, 2026 | 78 | 11.1% | +0.3pt | ±4.2% |
| Dec 18, 2026 | 106 | 11.3% | +0.2pt | ±5.0% |
| Dec 31, 2026 | 119 | 11.2% | +0.3pt | ±5.2% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20