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.67.0%
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.39.3%
HV6037.8%
IV − HV20-Spread
+27.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 20:05 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 60.3% | -16.4pt | ±4.4% |
| Oct 30, 2026 | 10 | 65.2% | -25.2pt | ±8.6% |
| Nov 06, 2026 | 17 | 69.0% | -37.0pt | ±11.9% |
| Nov 13, 2026 | 24 | 75.5% | -40.7pt | ±15.4% |
| Nov 20, 2026 | 31 | 65.8% | -34.5pt | ±15.2% |
| Nov 27, 2026 | 38 | 74.0% | -32.9pt | ±18.9% |
| Dec 18, 2026 | 59 | 74.3% | -30.4pt | ±24.0% |
| Jan 15, 2027 | 87 | 73.7% | -38.0pt | ±28.7% |
| Mar 19, 2027 | 150 | 76.3% | -27.1pt | ±38.7% |
| Jun 17, 2027 | 240 | 78.0% | — | ±49.4% |
| Nov 19, 2027 | 395 | 78.1% | — | ±61.9% |
| Jan 21, 2028 | 458 | 76.0% | -16.2pt | ±64.0% |
Volatility Smile — Nov 20, 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