VXX Volatilität iPath Series B S&P 500 VIX Short-Term Futures ETN
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.52.7%
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.26.1%
HV6045.2%
IV − HV20-Spread
+26.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 14:03 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 40.2% | -15.6pt | ±2.4% |
| Sep 11, 2026 | 8 | 39.6% | -12.8pt | ±5.0% |
| Sep 18, 2026 | 15 | 44.8% | -13.4pt | ±7.5% |
| Sep 25, 2026 | 22 | 49.2% | -17.8pt | ±9.9% |
| Oct 02, 2026 | 29 | 52.0% | -20.6pt | ±11.9% |
| Oct 09, 2026 | 36 | 56.1% | -26.2pt | ±14.2% |
| Oct 16, 2026 | 43 | 58.1% | -22.3pt | ±16.1% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 66.2% | -27.5pt | ±24.4% |
| Dec 18, 2026 | 106 | 71.6% | -23.3pt | ±30.6% |
| Jan 15, 2027 | 134 | 70.7% | -36.7pt | ±33.8% |
| Mar 19, 2027 | 197 | 77.0% | — | ±44.1% |
| Jan 21, 2028 | 505 | 83.8% | — | ±73.3% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20