XLB volatilitas 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.17.1%
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%
Selisih IV − HV20
+1.5pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
6
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 15:39 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 22.7% | +5.0pt | ±1.1% |
| Sep 11, 2026 | 8 | 15.8% | +2.3pt | ±1.9% |
| Sep 18, 2026 | 15 | 17.3% | +2.4pt | ±2.9% |
| Sep 25, 2026 | 22 | 16.5% | +3.0pt | ±3.4% |
| Oct 02, 2026 | 29 | 17.0% | +2.8pt | ±3.9% |
| Oct 09, 2026 | 36 | 17.4% | +2.2pt | ±4.4% |
| Oct 16, 2026 | 43 | 17.0% | +3.3pt | ±4.8% |
| Oct 23, 2026 | 50 | 15.3% | +2.8pt | ±4.6% |
| Dec 18, 2026 | 106 | 18.2% | +2.6pt | ±8.0% |
| Jan 15, 2027 | 134 | 18.6% | +0.8pt | ±9.0% |
| Mar 19, 2027 | 197 | 18.6% | +1.4pt | ±11.1% |
| Jun 17, 2027 | 287 | 19.0% | -0.6pt | ±13.7% |
| Jan 21, 2028 | 505 | 21.2% | -0.4pt | ±19.9% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20