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.24.1%
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.21.3%
HV6022.5%
IV − HV20-Spread
+2.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
24
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:39 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 |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | 60.7% | — | ±0.3% |
| Sep 04, 2026 | 2 | 26.6% | -0.7pt | ±1.6% |
| Sep 09, 2026 | 7 | 21.3% | -2.2pt | ±2.4% |
| Sep 11, 2026 | 9 | 21.2% | -1.1pt | ±2.7% |
| Sep 14, 2026 | 12 | 20.6% | +2.4pt | ±3.0% |
| Sep 16, 2026 | 14 | 22.4% | +1.2pt | ±3.5% |
| Sep 18, 2026 | 16 | 24.1% | -0.6pt | ±4.0% |
| Sep 25, 2026 | 23 | 23.7% | -1.5pt | ±4.9% |
| Sep 30, 2026 | 28 | 23.4% | +0.7pt | ±5.3% |
| Oct 02, 2026 | 30 | 24.1% | -0.4pt | ±5.6% |
| Oct 09, 2026 | 37 | 24.6% | -1.7pt | ±6.3% |
| Oct 16, 2026 | 44 | 25.2% | -1.1pt | ±7.0% |
| Nov 20, 2026 | 79 | 25.4% | +0.3pt | ±9.5% |
| Dec 18, 2026 | 107 | 26.4% | -0.7pt | ±11.4% |
| Dec 31, 2026 | 120 | 25.6% | -0.3pt | ±11.7% |
| Jan 15, 2027 | 135 | 25.4% | +1.2pt | ±12.3% |
Volatility Smile — Sep 18, 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