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.45.8%
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.36.7%
HV6048.3%
IV − HV20-Spread
+9.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
64
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 12:45 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 |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 44.6% | -2.0pt | ±3.4% |
| Oct 23, 2026 | 3 | 42.8% | -3.2pt | ±4.1% |
| Oct 28, 2026 | 8 | 43.2% | -2.6pt | ±5.7% |
| Oct 30, 2026 | 10 | 45.0% | -3.2pt | ±6.5% |
| Nov 04, 2026 | 15 | — | — | — |
| Nov 06, 2026 | 17 | 44.4% | -2.9pt | ±8.0% |
| Nov 13, 2026 | 24 | 44.9% | -3.9pt | ±9.4% |
| Nov 20, 2026 | 31 | 45.9% | -4.8pt | ±10.8% |
| Nov 27, 2026 | 38 | 44.3% | -4.7pt | ±11.5% |
| Dec 18, 2026 | 59 | 45.7% | -4.3pt | ±14.6% |
| Jan 15, 2027 | 87 | 44.5% | -4.9pt | ±16.9% |
| Feb 19, 2027 | 122 | 43.9% | -3.0pt | ±19.9% |
| Mar 19, 2027 | 150 | 43.2% | -3.1pt | ±21.6% |
| Apr 16, 2027 | 178 | 43.0% | -3.3pt | ±23.4% |
| May 21, 2027 | 213 | 42.3% | -1.9pt | ±25.1% |
| Jun 17, 2027 | 240 | 42.2% | -1.5pt | ±26.5% |
Volatility Smile — Nov 20, 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