TQQQ volatilitas 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.63.3%
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.46.9%
HV6054.3%
Selisih IV − HV20
+16.4pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
84
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 hari yang direkam
Cboe delayed options data · per 22:03 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 68.7% | +13.0pt | ±3.4% |
| Oct 23, 2026 | 3 | 70.5% | +15.7pt | ±5.3% |
| Oct 26, 2026 | 6 | 56.4% | +14.1pt | ±6.1% |
| Oct 28, 2026 | 8 | 62.8% | +14.9pt | ±7.6% |
| Oct 30, 2026 | 10 | 68.0% | +15.2pt | ±9.0% |
| Nov 02, 2026 | 13 | 63.4% | +14.1pt | ±9.7% |
| Nov 04, 2026 | 15 | 67.5% | +24.3pt | ±11.0% |
| Nov 06, 2026 | 17 | 64.0% | +20.2pt | ±11.0% |
| Nov 13, 2026 | 24 | 62.4% | +16.6pt | ±12.8% |
| Nov 20, 2026 | 31 | 63.4% | +17.9pt | ±14.6% |
| Nov 27, 2026 | 38 | 57.6% | +17.4pt | ±14.7% |
| Dec 18, 2026 | 59 | 61.2% | +15.4pt | ±19.5% |
| Jan 15, 2027 | 87 | 59.5% | +13.8pt | ±22.9% |
| Mar 19, 2027 | 150 | 62.3% | +12.0pt | ±31.1% |
| Jun 17, 2027 | 240 | 63.3% | — | ±39.6% |
| Jan 21, 2028 | 458 | 64.4% | — | ±54.0% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20