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.27.3%
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.19.7%
HV6022.3%
IV − HV20-Spread
+7.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
21
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 17:05 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 21, 2026 | 1 | 31.4% | +3.6pt | ±1.4% |
| Oct 23, 2026 | 3 | 31.6% | +3.5pt | ±2.4% |
| Oct 26, 2026 | 6 | 26.8% | +1.8pt | ±2.8% |
| Oct 28, 2026 | 8 | 28.2% | +2.6pt | ±3.4% |
| Oct 30, 2026 | 10 | 28.6% | +2.0pt | ±3.8% |
| Nov 02, 2026 | 13 | 26.7% | +2.3pt | ±4.1% |
| Nov 04, 2026 | 15 | 28.3% | +1.5pt | ±4.6% |
| Nov 06, 2026 | 17 | 27.8% | +1.9pt | ±4.8% |
| Nov 13, 2026 | 24 | 28.9% | +0.8pt | ±6.0% |
| Nov 20, 2026 | 31 | 27.1% | +1.3pt | ±6.4% |
| Nov 27, 2026 | 38 | 26.0% | -7.6pt | ±6.7% |
| Dec 18, 2026 | 59 | 26.1% | +0.5pt | ±8.4% |
| Dec 31, 2026 | 72 | 25.7% | +2.1pt | ±9.7% |
| Jan 15, 2027 | 87 | 25.7% | +0.7pt | ±10.0% |
| Mar 19, 2027 | 150 | 25.6% | +1.0pt | ±13.1% |
| Mar 31, 2027 | 162 | 25.6% | +1.4pt | ±13.6% |
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