VXX volatilidade 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.73.9%
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%
Spread IV − HV20
+34.6pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 09:45 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 75.5% | -27.0pt | ±6.4% |
| Oct 30, 2026 | 10 | 73.0% | -35.0pt | ±10.1% |
| Nov 06, 2026 | 17 | 76.0% | -46.6pt | ±13.4% |
| Nov 13, 2026 | 24 | 74.1% | -38.9pt | ±15.4% |
| Nov 20, 2026 | 31 | 73.9% | -43.2pt | ±17.9% |
| Nov 27, 2026 | 38 | 72.5% | -23.8pt | ±18.7% |
| Dec 18, 2026 | 59 | 73.7% | -30.2pt | ±23.5% |
| Jan 15, 2027 | 87 | 75.7% | -34.6pt | ±29.1% |
| Mar 19, 2027 | 150 | 82.5% | -28.6pt | ±41.0% |
| Jun 17, 2027 | 240 | 77.6% | — | ±48.2% |
| Nov 19, 2027 | 395 | 77.3% | — | ±60.1% |
| Jan 21, 2028 | 458 | 52.4% | -29.2pt | ±44.1% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20