TQQQ 波动率 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.65.3%
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.48.2%
HV6054.3%
IV − HV20价差
+17.1pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
86
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 已记录天数
Cboe delayed options data · 截至 06:43 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率,以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 67.4% | +15.3pt | ±4.0% |
| Oct 23, 2026 | 3 | 69.5% | +17.0pt | ±5.8% |
| Oct 26, 2026 | 6 | 62.1% | +16.0pt | ±6.9% |
| Oct 28, 2026 | 8 | 60.2% | +11.3pt | ±7.5% |
| Oct 30, 2026 | 10 | 65.9% | +16.8pt | ±9.1% |
| Nov 02, 2026 | 13 | 62.9% | +19.4pt | ±9.9% |
| Nov 06, 2026 | 17 | 64.5% | +18.1pt | ±11.4% |
| Nov 13, 2026 | 24 | 61.7% | +15.6pt | ±12.9% |
| Nov 20, 2026 | 31 | 65.7% | +17.7pt | ±15.5% |
| Nov 27, 2026 | 38 | 59.9% | +17.9pt | ±15.6% |
| Dec 18, 2026 | 59 | 62.0% | +15.4pt | ±19.9% |
| Jan 15, 2027 | 87 | 60.8% | +14.3pt | ±23.6% |
| Mar 19, 2027 | 150 | 60.4% | +12.0pt | ±30.5% |
| Jun 17, 2027 | 240 | 61.3% | — | ±38.5% |
| Jan 21, 2028 | 458 | 65.0% | — | ±54.5% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜(左侧更高)即为偏斜:下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率,每日记录
IV30HV20