UVXY волатильность 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.78.4%
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.39.2%
HV6068.1%
Спред IV − HV20
+39.2pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 12:38 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 63.8% | -20.0pt | ±3.8% |
| Sep 11, 2026 | 8 | 59.6% | -19.1pt | ±7.5% |
| Sep 18, 2026 | 15 | 68.1% | -17.8pt | ±11.4% |
| Sep 25, 2026 | 22 | 75.4% | -27.9pt | ±15.2% |
| Oct 02, 2026 | 29 | 77.6% | -41.1pt | ±17.8% |
| Oct 09, 2026 | 36 | 81.9% | -33.3pt | ±20.8% |
| Oct 16, 2026 | 43 | 85.8% | -31.5pt | ±23.8% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 101.0% | -45.2pt | ±37.2% |
| Dec 18, 2026 | 106 | 103.0% | -46.1pt | ±43.9% |
| Jan 15, 2027 | 134 | 104.0% | -39.6pt | ±49.5% |
| Mar 19, 2027 | 197 | 108.2% | — | ±61.4% |
| Jun 17, 2027 | 287 | 114.4% | — | ±76.4% |
| Jan 21, 2028 | 505 | 118.5% | — | ±99.3% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20