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.43.2%
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.39.6%
HV6052.8%
Spread IV − HV20
+3.6pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
71
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.
4/60 dias registrados
Cboe delayed options data · em 21:55 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 44.9% | +2.3pt | ±1.9% |
| Sep 09, 2026 | 6 | 39.6% | -1.4pt | ±4.0% |
| Sep 11, 2026 | 8 | 40.0% | -1.7pt | ±4.7% |
| Sep 16, 2026 | 13 | 39.1% | — | ±5.9% |
| Sep 18, 2026 | 15 | 41.7% | -2.3pt | ±6.7% |
| Sep 25, 2026 | 22 | 41.2% | -4.1pt | ±8.0% |
| Oct 02, 2026 | 29 | 43.2% | -6.0pt | ±9.7% |
| Oct 09, 2026 | 36 | 43.3% | -5.8pt | ±10.8% |
| Oct 16, 2026 | 43 | 43.5% | -6.6pt | ±11.9% |
| Oct 23, 2026 | 50 | 45.5% | — | ±13.4% |
| Nov 20, 2026 | 78 | 44.4% | -7.3pt | ±16.3% |
| Dec 18, 2026 | 106 | 43.7% | -7.4pt | ±18.6% |
| Jan 15, 2027 | 134 | 43.9% | -6.9pt | ±21.0% |
| Mar 19, 2027 | 197 | 43.0% | -4.8pt | ±24.8% |
| Apr 16, 2027 | 225 | 42.1% | -4.9pt | ±25.9% |
| Jun 17, 2027 | 287 | 40.9% | -4.0pt | ±28.4% |
Sorriso de volatilidade — Oct 16, 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