VXX volatilità 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%
Spread IV − HV20
+26.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 06:39 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| 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 | ±9.8% |
| 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 | ±16.0% |
| Nov 20, 2026 | 78 | 66.2% | -27.5pt | ±24.3% |
| Dec 18, 2026 | 106 | 71.6% | -23.3pt | ±30.5% |
| Jan 15, 2027 | 134 | 70.7% | -36.7pt | ±33.7% |
| Mar 19, 2027 | 197 | 77.0% | — | ±44.0% |
| Jan 21, 2028 | 505 | 83.8% | — | ±73.1% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20