TLT 변동성 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 스프레드
-0.2pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 일 기록됨
Cboe delayed options data · 기준일 06:38 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| 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% |
변동성 스마일 — Sep 18, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20