USO volatilidad 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.44.6%
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%
Diferencial IV − HV20
+4.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
73
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 12:38 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 43.3% | -0.6pt | ±2.7% |
| Sep 09, 2026 | 6 | 41.5% | -2.6pt | ±4.7% |
| Sep 11, 2026 | 8 | 43.3% | -2.0pt | ±5.5% |
| Sep 16, 2026 | 13 | 40.4% | — | ±6.3% |
| Sep 18, 2026 | 15 | 41.6% | -2.6pt | ±7.0% |
| Sep 25, 2026 | 22 | 43.7% | -2.5pt | ±8.7% |
| Oct 02, 2026 | 29 | 44.6% | -5.6pt | ±10.1% |
| Oct 09, 2026 | 36 | 44.5% | -6.4pt | ±11.2% |
| Oct 16, 2026 | 43 | 45.1% | -6.9pt | ±12.4% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 47.7% | -5.4pt | ±17.5% |
| Dec 18, 2026 | 106 | 45.5% | -7.1pt | ±19.4% |
| Jan 15, 2027 | 134 | 44.2% | -6.5pt | ±21.1% |
| Mar 19, 2027 | 197 | 42.7% | -5.6pt | ±24.5% |
| Apr 16, 2027 | 225 | 41.9% | -4.9pt | ±25.7% |
| Jun 17, 2027 | 287 | 41.5% | -3.3pt | ±28.6% |
Sonrisa de volatilidad — Oct 16, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20