UNG волатильность United States Natural Gas Fund LP
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.50.4%
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.49.5%
HV6036.4%
Спред IV − HV20
+0.9pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
71
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 03:44 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 21, 2026 | 2 | 36.8% | -6.3pt | ±2.2% |
| Oct 23, 2026 | 4 | 43.7% | -21.7pt | ±3.8% |
| Oct 28, 2026 | 9 | 44.8% | -9.4pt | ±5.9% |
| Oct 30, 2026 | 11 | 48.6% | -16.6pt | ±6.8% |
| Nov 06, 2026 | 18 | 45.8% | -2.9pt | ±8.2% |
| Nov 13, 2026 | 25 | 52.2% | -11.2pt | ±10.9% |
| Nov 20, 2026 | 32 | 49.8% | -10.4pt | ±11.8% |
| Nov 27, 2026 | 39 | 52.6% | -19.5pt | ±13.2% |
| Dec 18, 2026 | 60 | 53.9% | -13.8pt | ±17.2% |
| Jan 15, 2027 | 88 | 58.8% | -15.6pt | ±23.2% |
| Apr 16, 2027 | 179 | 53.3% | -12.3pt | ±30.6% |
| Jan 21, 2028 | 459 | 54.9% | -6.2pt | ±45.4% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20