USO ボラティリティ 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.46.0%
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%
IV − HV20スプレッド
+9.3pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
65
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 日分記録済み
Cboe delayed options data · 基準日時： 15:45 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 53.0% | -0.3pt | ±2.4% |
| Oct 23, 2026 | 3 | 49.9% | +0.6pt | ±3.7% |
| Oct 28, 2026 | 8 | 46.0% | +0.4pt | ±5.5% |
| Oct 30, 2026 | 10 | 46.4% | -0.3pt | ±6.2% |
| Nov 04, 2026 | 15 | 48.6% | +2.6pt | ±7.9% |
| Nov 06, 2026 | 17 | 45.9% | -2.5pt | ±8.0% |
| Nov 13, 2026 | 24 | 45.7% | -2.8pt | ±9.4% |
| Nov 20, 2026 | 31 | 46.0% | -3.5pt | ±10.7% |
| Nov 27, 2026 | 38 | 44.0% | -1.0pt | ±11.3% |
| Dec 18, 2026 | 59 | 46.0% | -3.0pt | ±14.7% |
| Jan 15, 2027 | 87 | 45.8% | -1.5pt | ±17.8% |
| Feb 19, 2027 | 122 | 43.5% | -1.3pt | ±19.9% |
| Mar 19, 2027 | 150 | 43.9% | -1.6pt | ±22.2% |
| Apr 16, 2027 | 178 | 43.0% | -0.5pt | ±23.7% |
| May 21, 2027 | 213 | 42.0% | -0.7pt | ±25.2% |
| Jun 17, 2027 | 240 | 42.2% | -0.3pt | ±26.8% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20