TQQQ volatilité 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.52.5%
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.38.3%
HV6070.9%
Écart IV − HV20
+14.1pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 09:38 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 51.0% | +8.2pt | ±3.1% |
| Sep 09, 2026 | 6 | 42.8% | +8.0pt | ±4.8% |
| Sep 11, 2026 | 8 | 46.6% | +12.6pt | ±5.9% |
| Sep 14, 2026 | 11 | 45.4% | +12.0pt | ±6.6% |
| Sep 16, 2026 | 13 | 49.6% | +10.6pt | ±7.8% |
| Sep 18, 2026 | 15 | 49.7% | +13.3pt | ±8.2% |
| Sep 25, 2026 | 22 | 50.6% | +18.4pt | ±10.1% |
| Oct 02, 2026 | 29 | 52.1% | +15.5pt | ±11.9% |
| Oct 09, 2026 | 36 | 54.2% | +15.6pt | ±13.7% |
| Oct 16, 2026 | 43 | 53.0% | +13.2pt | ±14.6% |
| Oct 23, 2026 | 50 | — | — | — |
| Dec 18, 2026 | 106 | 57.4% | +13.7pt | ±24.4% |
| Jan 15, 2027 | 134 | 57.5% | +15.6pt | ±27.4% |
| Mar 19, 2027 | 197 | 60.7% | +11.5pt | ±34.8% |
| Jan 21, 2028 | 505 | 67.5% | — | ±59.3% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20