XLE volatilité 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.24.7%
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%
Écart IV − HV20
+3.4pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
26
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 17:03 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 26.2% | -0.8pt | ±1.2% |
| Sep 09, 2026 | 6 | 20.9% | -0.6pt | ±2.2% |
| Sep 11, 2026 | 8 | 22.9% | -0.2pt | ±2.7% |
| Sep 14, 2026 | 11 | 21.7% | -1.2pt | ±3.0% |
| Sep 16, 2026 | 13 | 22.9% | -1.2pt | ±3.5% |
| Sep 18, 2026 | 15 | 24.1% | -0.1pt | ±3.9% |
| Sep 25, 2026 | 22 | 24.3% | -0.1pt | ±4.9% |
| Sep 30, 2026 | 27 | 24.5% | -0.2pt | ±5.4% |
| Oct 02, 2026 | 29 | 24.7% | -1.0pt | ±5.6% |
| Oct 09, 2026 | 36 | 25.1% | -1.4pt | ±6.3% |
| Oct 16, 2026 | 43 | 25.1% | -0.5pt | ±6.9% |
| Oct 23, 2026 | 50 | 25.2% | -1.0pt | ±7.5% |
| Nov 20, 2026 | 78 | 25.8% | -0.6pt | ±9.5% |
| Dec 18, 2026 | 106 | 25.8% | -0.5pt | ±11.1% |
| Dec 31, 2026 | 119 | 25.7% | -0.5pt | ±11.7% |
| Jan 15, 2027 | 134 | 25.6% | -0.2pt | ±12.4% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20