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.44.9%
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
+8.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
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 03:44 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 | 2 | 42.7% | -2.0pt | ±2.5% |
| Oct 23, 2026 | 4 | 43.7% | -3.2pt | ±3.7% |
| Oct 28, 2026 | 9 | 42.5% | -2.6pt | ±5.3% |
| Oct 30, 2026 | 11 | 44.4% | -3.2pt | ±6.2% |
| Nov 06, 2026 | 18 | 44.2% | -2.9pt | ±7.8% |
| Nov 13, 2026 | 25 | 45.3% | -3.9pt | ±9.5% |
| Nov 20, 2026 | 32 | 44.8% | -4.8pt | ±10.6% |
| Nov 27, 2026 | 39 | 46.2% | -4.7pt | ±12.0% |
| Dec 18, 2026 | 60 | 45.3% | -4.3pt | ±14.6% |
| Jan 15, 2027 | 88 | 44.1% | -4.9pt | ±17.1% |
| Feb 19, 2027 | 123 | 43.3% | -3.0pt | ±19.9% |
| Mar 19, 2027 | 151 | 43.3% | -3.1pt | ±22.0% |
| Apr 16, 2027 | 179 | 43.2% | -3.3pt | ±23.8% |
| May 21, 2027 | 214 | 42.4% | -1.9pt | ±25.5% |
| Jun 17, 2027 | 241 | 42.1% | -1.5pt | ±26.8% |
| Jul 16, 2027 | 270 | 42.2% | -0.8pt | ±28.3% |
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