XBI volatilité 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.31.7%
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.32.5%
HV6030.0%
Écart IV − HV20
-0.8pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
47
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.
3/60 jours enregistrés
Cboe delayed options data · au 06:39 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 | 1 | 32.8% | +1.6pt | ±2.0% |
| Sep 11, 2026 | 8 | 27.2% | +2.2pt | ±3.4% |
| Sep 18, 2026 | 15 | 28.7% | +2.2pt | ±4.8% |
| Sep 25, 2026 | 22 | 31.5% | +3.3pt | ±6.3% |
| Oct 02, 2026 | 29 | 31.7% | +3.0pt | ±7.2% |
| Oct 09, 2026 | 36 | 31.9% | +4.2pt | ±8.1% |
| Oct 16, 2026 | 43 | 31.6% | +1.9pt | ±8.8% |
| Dec 18, 2026 | 106 | 31.8% | +2.4pt | ±13.7% |
| Jan 15, 2027 | 134 | 32.0% | +2.0pt | ±15.5% |
| Mar 19, 2027 | 197 | 31.6% | +1.4pt | ±18.5% |
| Jun 17, 2027 | 287 | 31.5% | +1.1pt | ±22.1% |
| Dec 17, 2027 | 470 | 32.2% | +0.9pt | ±28.9% |
| Jan 21, 2028 | 505 | 32.3% | +0.2pt | ±29.9% |
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