UVXY ボラティリティ 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.120.4%
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.60.2%
HV6056.8%
IV − HV20スプレッド
+60.2pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 日分記録済み
Cboe delayed options data · 基準日時: Oct 19, 22:05 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 117.1% | -50.9pt | ±9.8% |
| Oct 30, 2026 | 11 | 108.2% | -51.2pt | ±15.0% |
| Nov 06, 2026 | 18 | 113.4% | -53.3pt | ±20.1% |
| Nov 13, 2026 | 25 | 122.0% | -47.1pt | ±25.4% |
| Nov 20, 2026 | 32 | 119.9% | -51.2pt | ±28.2% |
| Nov 27, 2026 | 39 | 111.2% | -57.4pt | ±28.8% |
| Dec 18, 2026 | 60 | 110.2% | -41.0pt | ±34.8% |
| Jan 15, 2027 | 88 | 114.7% | -50.5pt | ±43.5% |
| Mar 19, 2027 | 151 | 116.3% | — | ±56.8% |
| Jun 17, 2027 | 241 | 107.9% | — | ±65.4% |
| Nov 19, 2027 | 396 | 119.1% | — | ±88.2% |
| Jan 21, 2028 | 459 | 85.0% | — | ±70.0% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側(左側が高い)への傾きがスキューです:下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20