XLE volatilità 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.26.6%
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%
Spread IV − HV20
+3.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
21
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 giorni registrati
Cboe delayed options data · aggiornato al 19:05 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 20.7% | — | ±0.3% |
| Oct 21, 2026 | 2 | 28.7% | +1.7pt | ±1.7% |
| Oct 23, 2026 | 4 | 30.2% | +0.9pt | ±2.6% |
| Oct 26, 2026 | 7 | 26.2% | +1.5pt | ±2.9% |
| Oct 28, 2026 | 9 | 27.7% | +0.6pt | ±3.5% |
| Oct 30, 2026 | 11 | 28.0% | +0.9pt | ±3.9% |
| Nov 02, 2026 | 14 | 27.4% | +0.2pt | ±4.3% |
| Nov 06, 2026 | 18 | 27.2% | +0.5pt | ±4.8% |
| Nov 13, 2026 | 25 | 27.1% | +0.8pt | ±5.7% |
| Nov 20, 2026 | 32 | 26.4% | +0.9pt | ±6.3% |
| Nov 27, 2026 | 39 | 26.0% | -0.2pt | ±6.8% |
| Dec 18, 2026 | 60 | 25.7% | +0.6pt | ±8.4% |
| Dec 31, 2026 | 73 | 25.6% | +0.9pt | ±9.6% |
| Jan 15, 2027 | 88 | 25.7% | +0.7pt | ±10.1% |
| Mar 19, 2027 | 151 | 25.6% | +0.5pt | ±13.2% |
| Mar 31, 2027 | 163 | 25.7% | +0.2pt | ±13.7% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20