USO volatilità 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.44.8%
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%
Spread IV − HV20
+8.1pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
63
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 06:44 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 42.7% | -2.0pt | ±2.5% |
| Oct 23, 2026 | 3 | 43.7% | -3.2pt | ±3.7% |
| Oct 28, 2026 | 8 | 42.5% | -2.6pt | ±5.3% |
| Oct 30, 2026 | 10 | 44.4% | -3.2pt | ±6.2% |
| Nov 06, 2026 | 17 | 44.2% | -2.9pt | ±7.8% |
| Nov 13, 2026 | 24 | 45.3% | -3.9pt | ±9.5% |
| Nov 20, 2026 | 31 | 44.8% | -4.8pt | ±10.6% |
| Nov 27, 2026 | 38 | 46.2% | -4.7pt | ±12.0% |
| Dec 18, 2026 | 59 | 45.3% | -4.3pt | ±14.6% |
| Jan 15, 2027 | 87 | 44.1% | -4.9pt | ±17.1% |
| Feb 19, 2027 | 122 | 43.3% | -3.0pt | ±19.9% |
| Mar 19, 2027 | 150 | 43.3% | -3.1pt | ±22.0% |
| Apr 16, 2027 | 178 | 43.2% | -3.3pt | ±23.8% |
| May 21, 2027 | 213 | 42.4% | -1.9pt | ±25.5% |
| Jun 17, 2027 | 240 | 42.1% | -1.5pt | ±26.8% |
| Jul 16, 2027 | 269 | 42.2% | -0.8pt | ±28.3% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20