UVXY volatilité ProShares - Ultra VIX Short-Term Futures ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.79.7%
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.39.2%
HV6068.1%
Écart IV − HV20
+40.5pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 15:39 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 66.8% | -22.2pt | ±3.3% |
| Sep 11, 2026 | 8 | 57.5% | -21.6pt | ±7.0% |
| Sep 18, 2026 | 15 | 70.1% | -20.2pt | ±11.5% |
| Sep 25, 2026 | 22 | 76.4% | -22.7pt | ±15.2% |
| Oct 02, 2026 | 29 | 79.8% | -39.0pt | ±18.1% |
| Oct 09, 2026 | 36 | 79.1% | -35.4pt | ±20.0% |
| Oct 16, 2026 | 43 | 85.4% | -33.2pt | ±23.5% |
| Oct 23, 2026 | 50 | 94.1% | — | ±27.9% |
| Nov 20, 2026 | 78 | 95.2% | -38.6pt | ±35.0% |
| Dec 18, 2026 | 106 | 99.5% | -35.5pt | ±42.3% |
| Jan 15, 2027 | 134 | 94.5% | -44.2pt | ±45.0% |
| Mar 19, 2027 | 197 | 117.1% | — | ±66.1% |
| Jun 17, 2027 | 287 | 118.9% | — | ±79.0% |
| Jan 21, 2028 | 505 | 115.9% | — | ±97.4% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20