VXX volatilité 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.53.1%
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.26.6%
HV6045.1%
Écart IV − HV20
+26.5pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
85
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 jours enregistrés
Cboe delayed options data · au 09:39 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 38.5% | -16.5pt | ±1.8% |
| Sep 11, 2026 | 7 | 39.0% | -12.0pt | ±4.7% |
| Sep 18, 2026 | 14 | 47.0% | -19.5pt | ±7.6% |
| Sep 25, 2026 | 21 | 48.5% | -10.7pt | ±9.5% |
| Oct 02, 2026 | 28 | 52.3% | -26.4pt | ±11.8% |
| Oct 09, 2026 | 35 | 54.6% | -24.6pt | ±13.7% |
| Oct 16, 2026 | 42 | 58.4% | -23.1pt | ±16.2% |
| Oct 23, 2026 | 49 | 94.5% | -22.5pt | ±27.7% |
| Nov 20, 2026 | 77 | 67.5% | -36.5pt | ±25.1% |
| Dec 18, 2026 | 105 | 70.9% | -29.4pt | ±30.5% |
| Jan 15, 2027 | 133 | 68.5% | -36.1pt | ±33.1% |
| Mar 19, 2027 | 196 | 79.6% | — | ±46.1% |
| Jan 21, 2028 | 504 | 83.5% | — | ±73.6% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20