TQQQ volatilidad ProShares UltraPro QQQ
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.63.0%
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.55.9%
HV6054.4%
Diferencial IV − HV20
+7.1pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 días registrados
Cboe delayed options data · a fecha de 12:42 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 45.9% | +15.1pt | ±4.6% |
| Oct 21, 2026 | 2 | 59.3% | +19.5pt | ±6.5% |
| Oct 23, 2026 | 4 | 63.3% | +19.3pt | ±7.6% |
| Oct 26, 2026 | 7 | 63.0% | +20.1pt | ±8.7% |
| Oct 28, 2026 | 9 | 63.7% | +17.4pt | ±9.5% |
| Oct 30, 2026 | 11 | 67.9% | +19.9pt | ±10.9% |
| Nov 02, 2026 | 14 | — | — | — |
| Nov 06, 2026 | 18 | 64.3% | +22.7pt | ±12.5% |
| Nov 13, 2026 | 25 | 63.1% | +24.4pt | ±14.0% |
| Nov 20, 2026 | 32 | 62.9% | +22.4pt | ±15.5% |
| Nov 27, 2026 | 39 | 61.0% | +21.5pt | ±16.4% |
| Dec 18, 2026 | 60 | 61.3% | +19.1pt | ±20.1% |
| Jan 15, 2027 | 88 | 60.7% | +19.4pt | ±23.7% |
| Mar 19, 2027 | 151 | 61.3% | +15.2pt | ±30.8% |
| Jun 17, 2027 | 241 | 61.6% | — | ±38.5% |
| Jan 21, 2028 | 459 | 62.9% | — | ±52.1% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20