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.62.9%
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.48.2%
HV6054.3%
Écart IV − HV20
+14.7pt
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.
29/60 jours enregistrés
Cboe delayed options data · au 18:45 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 |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 67.0% | +9.4pt | ±2.9% |
| Oct 23, 2026 | 3 | 67.6% | +13.5pt | ±5.0% |
| Oct 26, 2026 | 6 | 56.9% | +12.1pt | ±5.9% |
| Oct 28, 2026 | 8 | 64.6% | +14.0pt | ±7.7% |
| Oct 30, 2026 | 10 | 68.3% | +14.4pt | ±9.1% |
| Nov 02, 2026 | 13 | 63.9% | +15.8pt | ±9.7% |
| Nov 04, 2026 | 15 | 65.8% | +26.1pt | ±10.7% |
| Nov 06, 2026 | 17 | 66.4% | +16.1pt | ±11.5% |
| Nov 13, 2026 | 24 | 63.4% | +17.2pt | ±13.0% |
| Nov 20, 2026 | 31 | 62.8% | +16.9pt | ±14.6% |
| Nov 27, 2026 | 38 | 61.0% | +15.2pt | ±15.7% |
| Dec 18, 2026 | 59 | 61.9% | +15.9pt | ±19.8% |
| Jan 15, 2027 | 87 | 60.8% | +14.4pt | ±23.5% |
| Mar 19, 2027 | 150 | 61.9% | +13.2pt | ±31.1% |
| Jun 17, 2027 | 240 | 63.9% | — | ±40.3% |
| Jan 21, 2028 | 458 | 64.9% | — | ±54.4% |
Smile de volatilité — Nov 20, 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