TLT волатильность 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.10.4%
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%
Спред IV − HV20
-0.4pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 14:03 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 12.5% | -0.1pt | ±0.6% |
| Sep 09, 2026 | 6 | 8.7% | +0.2pt | ±0.9% |
| Sep 11, 2026 | 8 | 9.9% | +0.2pt | ±1.2% |
| Sep 14, 2026 | 11 | 9.3% | +0.3pt | ±1.4% |
| Sep 16, 2026 | 13 | 10.2% | +0.3pt | ±1.6% |
| Sep 18, 2026 | 15 | 10.4% | +0.5pt | ±1.7% |
| Sep 25, 2026 | 22 | 10.3% | +0.4pt | ±2.1% |
| Sep 30, 2026 | 27 | 10.3% | +0.4pt | ±2.3% |
| Oct 02, 2026 | 29 | 10.4% | +0.5pt | ±2.5% |
| Oct 09, 2026 | 36 | 10.5% | +0.4pt | ±2.7% |
| Oct 16, 2026 | 43 | 10.6% | +0.3pt | ±3.0% |
| Oct 23, 2026 | 50 | 10.7% | +0.4pt | ±3.2% |
| Oct 30, 2026 | 57 | 10.8% | +0.3pt | ±3.5% |
| Nov 20, 2026 | 78 | 11.2% | +0.3pt | ±4.2% |
| Dec 18, 2026 | 106 | 11.3% | +0.3pt | ±5.0% |
| Dec 31, 2026 | 119 | 11.3% | +0.3pt | ±5.3% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20