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.46.5%
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
+9.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
66
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 21:44 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 | 50.1% | +2.0pt | ±2.1% |
| Oct 23, 2026 | 3 | 48.8% | +1.5pt | ±3.5% |
| Oct 28, 2026 | 8 | 43.5% | -0.9pt | ±5.3% |
| Oct 30, 2026 | 10 | 47.2% | -1.2pt | ±6.3% |
| Nov 04, 2026 | 15 | 43.7% | -1.7pt | ±7.1% |
| Nov 06, 2026 | 17 | 46.2% | -3.8pt | ±8.0% |
| Nov 13, 2026 | 24 | 46.1% | -3.8pt | ±9.4% |
| Nov 20, 2026 | 31 | 46.5% | -5.5pt | ±10.8% |
| Nov 27, 2026 | 38 | 45.6% | -3.7pt | ±11.7% |
| Dec 18, 2026 | 59 | 46.5% | -4.6pt | ±14.9% |
| Jan 15, 2027 | 87 | 45.3% | -3.2pt | ±17.5% |
| Feb 19, 2027 | 122 | 44.5% | -2.5pt | ±20.3% |
| Mar 19, 2027 | 150 | 44.2% | -0.8pt | ±22.3% |
| Apr 16, 2027 | 178 | 43.9% | -2.4pt | ±24.1% |
| May 21, 2027 | 213 | 43.1% | -2.6pt | ±25.8% |
| Jun 17, 2027 | 240 | 42.6% | -0.3pt | ±27.0% |
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