VXX 변동성 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.69.3%
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 스프레드
+30.0pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
89
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 18:46 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 23, 2026 | 3 | 62.1% | -26.2pt | ±4.7% |
| Oct 30, 2026 | 10 | 65.0% | -30.6pt | ±8.7% |
| Nov 06, 2026 | 17 | 71.4% | -41.2pt | ±12.3% |
| Nov 13, 2026 | 24 | 76.7% | -44.8pt | ±15.7% |
| Nov 20, 2026 | 31 | 68.3% | -43.0pt | ±15.8% |
| Nov 27, 2026 | 38 | 71.7% | -43.2pt | ±18.3% |
| Dec 18, 2026 | 59 | 75.9% | -33.6pt | ±24.5% |
| Jan 15, 2027 | 87 | 74.4% | -37.7pt | ±29.0% |
| Mar 19, 2027 | 150 | 79.7% | -33.0pt | ±40.3% |
| Jun 17, 2027 | 240 | 78.9% | — | ±49.8% |
| Nov 19, 2027 | 395 | 78.2% | — | ±61.8% |
| Jan 21, 2028 | 458 | 76.7% | -15.4pt | ±64.5% |
변동성 스마일 — Nov 20, 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