USO volatilité 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.44.9%
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%
Écart IV − HV20
+8.2pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 22:04 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 21, 2026 | 2 | 42.7% | -2.0pt | ±2.5% |
| Oct 23, 2026 | 4 | 43.7% | -3.4pt | ±3.7% |
| Oct 28, 2026 | 9 | 42.5% | -2.6pt | ±5.3% |
| Oct 30, 2026 | 11 | 44.4% | -3.2pt | ±6.2% |
| Nov 06, 2026 | 18 | 44.2% | -2.9pt | ±7.8% |
| Nov 13, 2026 | 25 | 45.2% | -3.9pt | ±9.5% |
| Nov 20, 2026 | 32 | 44.8% | -4.8pt | ±10.6% |
| Nov 27, 2026 | 39 | 46.1% | -4.7pt | ±12.0% |
| Dec 18, 2026 | 60 | 45.3% | -4.3pt | ±14.6% |
| Jan 15, 2027 | 88 | 44.1% | -4.9pt | ±17.1% |
| Feb 19, 2027 | 123 | 43.3% | -3.0pt | ±19.9% |
| Mar 19, 2027 | 151 | 43.3% | -3.1pt | ±22.0% |
| Apr 16, 2027 | 179 | 43.2% | -3.3pt | ±23.8% |
| May 21, 2027 | 214 | 42.4% | -2.0pt | ±25.5% |
| Jun 17, 2027 | 241 | 42.1% | -1.6pt | ±26.9% |
| Jul 16, 2027 | 270 | 42.1% | -0.9pt | ±28.3% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20