VIX 변동성 Cboe Volatility Index
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.76.3%
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.77.0%
HV60109.8%
IV − HV20 스프레드
-0.7pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 일 기록됨
Cboe delayed options data · 기준일 03:39 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | — | — | — |
| Sep 09, 2026 | 7 | 64.9% | -20.9pt | ±10.1% |
| Sep 16, 2026 | 14 | 52.4% | -57.6pt | ±12.6% |
| Sep 23, 2026 | 21 | 50.8% | -52.1pt | ±15.8% |
| Sep 30, 2026 | 28 | 79.7% | +27.3pt | ±19.4% |
| Oct 21, 2026 | 49 | 54.3% | -52.5pt | ±25.6% |
| Nov 18, 2026 | 77 | 54.4% | -46.2pt | ±31.5% |
| Dec 16, 2026 | 105 | 53.0% | -38.8pt | ±34.1% |
| Jan 20, 2027 | 140 | 46.5% | -32.8pt | ±39.4% |
| Feb 17, 2027 | 168 | 43.3% | -31.1pt | ±42.0% |
| Mar 17, 2027 | 196 | 40.6% | -30.0pt | ±43.4% |
| Apr 21, 2027 | 231 | 39.6% | -26.6pt | ±45.4% |
| May 18, 2027 | 258 | 38.8% | -28.0pt | ±46.7% |
변동성 스마일 — Sep 16, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20