TLT volatilidade 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%
Spread IV − HV20
+2.5pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
2
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 06:43 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 13.1% | -0.2pt | ±0.8% |
| Oct 23, 2026 | 3 | 13.3% | -0.6pt | ±1.1% |
| Oct 26, 2026 | 6 | 11.4% | -0.5pt | ±1.3% |
| Oct 28, 2026 | 8 | 12.5% | -0.3pt | ±1.6% |
| Oct 30, 2026 | 10 | 13.3% | -0.3pt | ±1.9% |
| Nov 02, 2026 | 13 | 12.1% | +0.3pt | ±2.2% |
| Nov 06, 2026 | 17 | 13.7% | -0.1pt | ±2.5% |
| Nov 13, 2026 | 24 | 13.7% | -0.1pt | ±2.9% |
| Nov 20, 2026 | 31 | 13.7% | +0.0pt | ±3.3% |
| Nov 27, 2026 | 38 | 13.5% | +0.1pt | ±3.6% |
| Nov 30, 2026 | 41 | 13.4% | +0.0pt | ±3.7% |
| Dec 18, 2026 | 59 | 13.8% | +0.1pt | ±4.7% |
| Dec 31, 2026 | 72 | 13.7% | +0.1pt | ±5.0% |
| Jan 15, 2027 | 87 | 13.7% | +0.1pt | ±5.5% |
| Feb 19, 2027 | 122 | 13.7% | +0.2pt | ±6.4% |
| Mar 19, 2027 | 150 | 13.9% | +0.3pt | ±7.2% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20