UVXY 波动率 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.78.7%
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.39.7%
HV6067.9%
IV − HV20价差
+39.0pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 已记录天数
Cboe delayed options data · 截至 21:55 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜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. | 隐含涨跌幅 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 69.9% | -16.2pt | ±2.9% |
| Sep 11, 2026 | 8 | 57.6% | -25.6pt | ±6.8% |
| Sep 18, 2026 | 15 | 68.5% | -19.2pt | ±11.1% |
| Sep 25, 2026 | 22 | 70.7% | -26.7pt | ±13.8% |
| Oct 02, 2026 | 29 | 78.6% | -32.6pt | ±17.6% |
| Oct 09, 2026 | 36 | 79.0% | -37.5pt | ±19.7% |
| Oct 16, 2026 | 43 | 82.0% | -32.8pt | ±22.1% |
| Oct 23, 2026 | 50 | 106.1% | — | ±31.0% |
| Nov 20, 2026 | 78 | 97.8% | -43.2pt | ±35.2% |
| Dec 18, 2026 | 106 | 103.4% | -34.4pt | ±43.1% |
| Jan 15, 2027 | 134 | 102.0% | -50.8pt | ±47.5% |
| Mar 19, 2027 | 197 | 106.6% | — | ±59.3% |
| Jun 17, 2027 | 287 | 116.1% | — | ±75.8% |
| Jan 21, 2028 | 505 | 127.1% | — | ±103.2% |
波动率微笑 — Sep 18, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20