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.17.0%
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.15.6%
HV6019.6%
Diferencial IV − HV20
+1.4pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
5
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.
3/60 días registrados
Cboe delayed options data · a fecha de 09:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 18.3% | +1.5pt | ±1.1% |
| Sep 11, 2026 | 8 | 16.0% | +2.5pt | ±2.0% |
| Sep 18, 2026 | 15 | 17.0% | +2.2pt | ±2.9% |
| Sep 25, 2026 | 22 | 16.2% | +2.4pt | ±3.3% |
| Oct 02, 2026 | 29 | 17.0% | +2.5pt | ±3.9% |
| Oct 09, 2026 | 36 | 17.3% | +2.2pt | ±4.4% |
| Oct 16, 2026 | 43 | 17.7% | +2.6pt | ±4.9% |
| Dec 18, 2026 | 106 | 18.0% | +2.6pt | ±7.9% |
| Jan 15, 2027 | 134 | 18.8% | +2.3pt | ±9.2% |
| Mar 19, 2027 | 197 | 18.6% | +2.0pt | ±11.0% |
| Jun 17, 2027 | 287 | 18.8% | +2.2pt | ±13.5% |
| Jan 21, 2028 | 505 | 22.0% | +1.1pt | ±20.4% |
Sonrisa de volatilidad — Sep 18, 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