XBI волатильность 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.32.3%
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%
Спред IV − HV20
-1.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
33
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 12:46 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 40.8% | +4.1pt | ±3.4% |
| Oct 30, 2026 | 10 | 34.5% | +2.3pt | ±4.8% |
| Nov 06, 2026 | 17 | 34.2% | +2.6pt | ±6.1% |
| Nov 13, 2026 | 24 | 33.5% | +2.8pt | ±7.0% |
| Nov 20, 2026 | 31 | 32.1% | +0.7pt | ±7.6% |
| Nov 27, 2026 | 38 | 32.3% | +4.3pt | ±8.4% |
| Dec 18, 2026 | 59 | 32.0% | +0.6pt | ±10.3% |
| Jan 15, 2027 | 87 | 31.8% | +1.9pt | ±12.4% |
| Mar 19, 2027 | 150 | 31.9% | +2.2pt | ±16.2% |
| Jun 17, 2027 | 240 | 32.5% | +1.8pt | ±20.8% |
| Dec 17, 2027 | 423 | 31.9% | +1.8pt | ±27.2% |
| Jan 21, 2028 | 458 | 32.9% | +1.1pt | ±29.1% |
Улыбка волатильности — Oct 30, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20