XBI volatilidade 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%
Spread IV − HV20
-0.8pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
48
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.
3/60 dias registrados
Cboe delayed options data · em 00:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 32.8% | +1.6pt | ±2.0% |
| Sep 11, 2026 | 9 | 27.2% | +2.2pt | ±3.4% |
| Sep 18, 2026 | 16 | 28.7% | +2.2pt | ±4.8% |
| Sep 25, 2026 | 23 | 31.5% | +3.3pt | ±6.3% |
| Oct 02, 2026 | 30 | 31.7% | +3.0pt | ±7.2% |
| Oct 09, 2026 | 37 | 31.9% | +4.2pt | ±8.1% |
| Oct 16, 2026 | 44 | 31.6% | +1.9pt | ±8.8% |
| Dec 18, 2026 | 107 | 31.8% | +2.4pt | ±13.7% |
| Jan 15, 2027 | 135 | 32.0% | +2.0pt | ±15.5% |
| Mar 19, 2027 | 198 | 31.6% | +1.4pt | ±18.5% |
| Jun 17, 2027 | 288 | 31.5% | +1.1pt | ±22.1% |
| Dec 17, 2027 | 471 | 32.2% | +0.9pt | ±28.9% |
| Jan 21, 2028 | 506 | 32.3% | +0.2pt | ±29.9% |
Sorriso de volatilidade — Sep 18, 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