XLE Volatilität State Street Energy 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.26.3%
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.22.7%
HV6022.2%
IV − HV20-Spread
+3.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
19
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 20:07 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 15.3% | — | ±0.1% |
| Oct 21, 2026 | 2 | 29.7% | +3.3pt | ±1.8% |
| Oct 23, 2026 | 4 | 30.1% | +1.1pt | ±2.5% |
| Oct 26, 2026 | 7 | 27.0% | +0.3pt | ±3.0% |
| Oct 28, 2026 | 9 | 27.2% | -5.0pt | ±3.4% |
| Oct 30, 2026 | 11 | 27.8% | +0.8pt | ±3.9% |
| Nov 02, 2026 | 14 | 26.8% | -3.8pt | ±4.2% |
| Nov 06, 2026 | 18 | 27.0% | +0.3pt | ±4.8% |
| Nov 13, 2026 | 25 | 26.7% | +0.5pt | ±5.6% |
| Nov 20, 2026 | 32 | 26.2% | +1.0pt | ±6.2% |
| Nov 27, 2026 | 39 | 25.7% | +0.1pt | ±6.7% |
| Dec 18, 2026 | 60 | 25.7% | +0.7pt | ±8.4% |
| Dec 31, 2026 | 73 | 25.7% | +0.9pt | ±9.6% |
| Jan 15, 2027 | 88 | 25.3% | +0.6pt | ±9.9% |
| Mar 19, 2027 | 151 | 25.7% | -0.7pt | ±13.2% |
| Mar 31, 2027 | 163 | 25.6% | +0.6pt | ±13.7% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20