USO Volatilität United States Oil 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.43.7%
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.40.6%
HV6053.2%
IV − HV20-Spread
+3.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
71
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:39 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 42.1% | -0.7pt | ±2.5% |
| Sep 09, 2026 | 6 | 38.8% | -2.7pt | ±4.3% |
| Sep 11, 2026 | 8 | 40.8% | -2.0pt | ±5.1% |
| Sep 16, 2026 | 13 | 40.8% | — | ±6.4% |
| Sep 18, 2026 | 15 | 41.0% | -2.6pt | ±6.9% |
| Sep 25, 2026 | 22 | 43.7% | -2.5pt | ±8.8% |
| Oct 02, 2026 | 29 | 43.5% | -5.7pt | ±9.9% |
| Oct 09, 2026 | 36 | 44.3% | -6.4pt | ±11.2% |
| Oct 16, 2026 | 43 | 44.4% | -7.0pt | ±12.3% |
| Nov 20, 2026 | 78 | 45.4% | -5.3pt | ±16.7% |
| Dec 18, 2026 | 106 | 45.3% | -7.0pt | ±19.4% |
| Jan 15, 2027 | 134 | 43.9% | -6.6pt | ±21.1% |
| Mar 19, 2027 | 197 | 42.6% | -5.7pt | ±24.7% |
| Apr 16, 2027 | 225 | 42.2% | -4.9pt | ±26.1% |
| Jun 17, 2027 | 287 | 41.4% | -3.3pt | ±28.8% |
| Sep 17, 2027 | 379 | 40.4% | -5.7pt | ±32.0% |
Volatility Smile — Oct 16, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20