UVXY volatilitas 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.110.8%
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.60.2%
HV6056.8%
Selisih IV − HV20
+50.6pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 18:45 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 93.9% | -38.9pt | ±6.9% |
| Oct 30, 2026 | 10 | 98.4% | -48.1pt | ±13.1% |
| Nov 06, 2026 | 17 | 106.5% | -57.9pt | ±18.4% |
| Nov 13, 2026 | 24 | 112.7% | -73.1pt | ±23.1% |
| Nov 20, 2026 | 31 | 110.5% | -54.9pt | ±25.7% |
| Nov 27, 2026 | 38 | 108.8% | -70.4pt | ±27.9% |
| Dec 18, 2026 | 59 | 110.2% | -66.2pt | ±35.1% |
| Jan 15, 2027 | 87 | 108.3% | -74.0pt | ±41.6% |
| Mar 19, 2027 | 150 | 120.3% | — | ±59.3% |
| Jun 17, 2027 | 240 | 120.0% | — | ±73.2% |
| Nov 19, 2027 | 395 | 126.5% | — | ±94.1% |
| Jan 21, 2028 | 458 | 114.5% | — | ±91.4% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20