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.26.5%
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%
Écart IV − HV20
+3.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
20
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.
28/60 jours enregistrés
Cboe delayed options data · au 18:45 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 21.5% | — | ±0.3% |
| Oct 21, 2026 | 2 | 28.9% | +0.7pt | ±1.7% |
| Oct 23, 2026 | 4 | 30.1% | -0.4pt | ±2.6% |
| Oct 26, 2026 | 7 | 26.3% | -0.4pt | ±2.9% |
| Oct 28, 2026 | 9 | 27.5% | -0.8pt | ±3.5% |
| Oct 30, 2026 | 11 | 27.8% | -0.2pt | ±3.9% |
| Nov 02, 2026 | 14 | 27.6% | +0.3pt | ±4.3% |
| Nov 06, 2026 | 18 | 27.6% | -0.1pt | ±4.9% |
| Nov 13, 2026 | 25 | 27.1% | +0.5pt | ±5.7% |
| Nov 20, 2026 | 32 | 26.3% | +0.5pt | ±6.3% |
| Nov 27, 2026 | 39 | 26.2% | -0.3pt | ±6.9% |
| Dec 18, 2026 | 60 | 25.8% | -0.0pt | ±8.4% |
| Dec 31, 2026 | 73 | 25.7% | +0.6pt | ±9.7% |
| Jan 15, 2027 | 88 | 25.8% | +0.3pt | ±10.2% |
| Mar 19, 2027 | 151 | 25.8% | +0.1pt | ±13.3% |
| Mar 31, 2027 | 163 | 25.7% | +0.0pt | ±13.7% |
Smile de volatilité — Nov 20, 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