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.25.5%
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.21.3%
HV6022.5%
Spread IV − HV20
+4.2pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
29
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 12:40 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 26.6% | -0.7pt | ±1.6% |
| Sep 09, 2026 | 6 | 21.3% | -2.2pt | ±2.4% |
| Sep 11, 2026 | 8 | 21.2% | -1.1pt | ±2.7% |
| Sep 14, 2026 | 11 | 20.6% | +2.5pt | ±3.0% |
| Sep 16, 2026 | 13 | 22.4% | +1.2pt | ±3.5% |
| Sep 18, 2026 | 15 | 24.1% | -0.6pt | ±4.0% |
| Sep 25, 2026 | 22 | 23.7% | -1.5pt | ±4.9% |
| Sep 30, 2026 | 27 | 23.4% | +0.7pt | ±5.2% |
| Oct 02, 2026 | 29 | 25.7% | -0.4pt | ±6.0% |
| Oct 09, 2026 | 36 | 24.4% | -1.7pt | ±6.3% |
| Oct 16, 2026 | 43 | 25.2% | -1.1pt | ±7.0% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 25.4% | +0.3pt | ±9.4% |
| Dec 18, 2026 | 106 | 26.4% | -0.7pt | ±11.4% |
| Dec 31, 2026 | 119 | 25.6% | -0.3pt | ±11.7% |
| Jan 15, 2027 | 134 | 25.4% | +1.2pt | ±12.3% |
Volatility smile — Sep 18, 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