USO volatilidade 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.46.4%
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
+9.7pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
65
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 18:45 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 50.5% | -1.3pt | ±2.2% |
| Oct 23, 2026 | 3 | 49.0% | +0.8pt | ±3.6% |
| Oct 28, 2026 | 8 | 45.3% | -0.8pt | ±5.4% |
| Oct 30, 2026 | 10 | 46.9% | -1.2pt | ±6.2% |
| Nov 04, 2026 | 15 | 44.6% | -2.2pt | ±7.2% |
| Nov 06, 2026 | 17 | 46.6% | -3.1pt | ±8.1% |
| Nov 13, 2026 | 24 | 46.2% | -4.5pt | ±9.5% |
| Nov 20, 2026 | 31 | 46.4% | -4.4pt | ±10.8% |
| Nov 27, 2026 | 38 | 45.1% | -4.3pt | ±11.6% |
| Dec 18, 2026 | 59 | 46.1% | -4.4pt | ±14.8% |
| Jan 15, 2027 | 87 | 45.2% | -4.5pt | ±17.5% |
| Feb 19, 2027 | 122 | 44.6% | -2.8pt | ±20.4% |
| Mar 19, 2027 | 150 | 44.7% | -1.6pt | ±22.6% |
| Apr 16, 2027 | 178 | 43.8% | -2.2pt | ±24.1% |
| May 21, 2027 | 213 | 42.5% | -2.2pt | ±25.5% |
| Jun 17, 2027 | 240 | 42.3% | -1.0pt | ±26.8% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20