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.98.2%
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.101.4%
HV60102.3%
IV − HV20 스프레드
-3.2pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 일 기록됨
Cboe delayed options data · 기준일 12:45 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 |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 185.2% | -105.7pt | ±7.9% |
| Oct 28, 2026 | 8 | 120.4% | -34.5pt | ±14.2% |
| Nov 04, 2026 | 15 | 107.8% | -64.3pt | ±17.3% |
| Nov 11, 2026 | 22 | 101.8% | -62.9pt | ±19.8% |
| Nov 18, 2026 | 29 | 96.5% | -76.7pt | ±21.6% |
| Nov 24, 2026 | 35 | 104.8% | -57.8pt | ±25.6% |
| Dec 16, 2026 | 57 | 82.9% | -58.4pt | ±25.8% |
| Jan 20, 2027 | 92 | 68.9% | -48.8pt | ±27.9% |
| Feb 17, 2027 | 120 | 63.6% | -43.2pt | ±29.7% |
| Mar 17, 2027 | 148 | 59.3% | -39.6pt | ±30.8% |
| Apr 21, 2027 | 183 | 55.2% | -38.8pt | ±32.2% |
| May 18, 2027 | 210 | 52.3% | -35.7pt | ±32.6% |
| Jun 16, 2027 | 239 | 49.1% | -32.0pt | ±32.9% |
변동성 스마일 — Nov 18, 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