XBI volatilidad State Street SPDR S&P Biotech ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.35.3%
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.33.6%
HV6030.5%
Diferencial IV − HV20
+1.7pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
40
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 15:46 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 34.2% | +4.2pt | ±2.6% |
| Oct 30, 2026 | 10 | 33.6% | +3.2pt | ±4.5% |
| Nov 06, 2026 | 17 | 33.2% | +2.8pt | ±5.8% |
| Nov 13, 2026 | 24 | 31.4% | +10.6pt | ±6.4% |
| Nov 20, 2026 | 31 | 35.8% | +6.7pt | ±8.3% |
| Nov 27, 2026 | 38 | 32.6% | +6.0pt | ±8.3% |
| Dec 18, 2026 | 59 | 32.9% | +2.9pt | ±10.5% |
| Jan 15, 2027 | 87 | 32.1% | +2.1pt | ±12.5% |
| Mar 19, 2027 | 150 | 32.0% | +3.5pt | ±16.2% |
| Jun 17, 2027 | 240 | 32.1% | +2.6pt | ±20.5% |
| Dec 17, 2027 | 423 | 32.5% | +3.6pt | ±27.6% |
| Jan 21, 2028 | 458 | 32.0% | +2.8pt | ±28.2% |
Sonrisa de volatilidad — Oct 30, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20