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.44.2%
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%
Spread IV − HV20
+3.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
72
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 15:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 42.6% | -3.1pt | ±2.0% |
| Sep 09, 2026 | 6 | 40.3% | -1.7pt | ±4.2% |
| Sep 11, 2026 | 8 | 41.2% | -2.1pt | ±4.9% |
| Sep 16, 2026 | 13 | 40.4% | — | ±6.1% |
| Sep 18, 2026 | 15 | 42.3% | -2.4pt | ±6.9% |
| Sep 25, 2026 | 22 | 43.5% | +0.0pt | ±8.5% |
| Oct 02, 2026 | 29 | 44.1% | -8.8pt | ±9.9% |
| Oct 09, 2026 | 36 | 44.9% | -6.0pt | ±11.2% |
| Oct 16, 2026 | 43 | 45.1% | -4.4pt | ±12.4% |
| Oct 23, 2026 | 50 | 44.0% | — | ±13.0% |
| Nov 20, 2026 | 78 | 45.9% | -1.8pt | ±16.8% |
| Dec 18, 2026 | 106 | 44.7% | -7.2pt | ±19.1% |
| Jan 15, 2027 | 134 | 45.7% | -7.0pt | ±21.8% |
| Mar 19, 2027 | 197 | 43.3% | -6.0pt | ±25.0% |
| Apr 16, 2027 | 225 | 42.5% | -3.7pt | ±26.2% |
| Jun 17, 2027 | 287 | 41.1% | -3.1pt | ±28.5% |
Volatility smile — Oct 16, 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