XLB volatilidad State Street Materials Select Sector SPDR ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.22.5%
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.14.1%
HV6015.9%
Diferencial IV − HV20
+8.4pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
12
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 06:44 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 | 64.3% | +2.4pt | ±5.5% |
| Oct 30, 2026 | 10 | 44.7% | +51.2pt | ±6.2% |
| Nov 06, 2026 | 17 | 45.0% | +11.7pt | ±8.3% |
| Nov 13, 2026 | 24 | 24.5% | -33.1pt | ±6.3% |
| Nov 20, 2026 | 31 | 22.3% | +2.6pt | ±5.1% |
| Nov 27, 2026 | 38 | 19.2% | -13.1pt | ±6.0% |
| Dec 18, 2026 | 59 | 19.0% | +4.0pt | ±5.8% |
| Jan 15, 2027 | 87 | 23.2% | +4.9pt | ±9.3% |
| Mar 19, 2027 | 150 | 18.9% | -4.7pt | ±9.8% |
| Jun 17, 2027 | 240 | 19.2% | +0.4pt | ±12.6% |
| Jan 21, 2028 | 458 | 19.4% | +1.3pt | ±18.4% |
Sonrisa de volatilidad — Nov 20, 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.
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Implícita vs realizada, registro diario
IV30HV20