XLE волатильность 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.29.0%
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%
Спред IV − HV20
+9.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
25
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 09:46 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 36.0% | -2.1pt | ±2.1% |
| Oct 23, 2026 | 3 | 31.3% | -5.6pt | ±2.6% |
| Oct 26, 2026 | 6 | 39.5% | -9.9pt | ±4.4% |
| Oct 28, 2026 | 8 | 37.5% | -28.3pt | ±4.9% |
| Oct 30, 2026 | 10 | 46.0% | -5.2pt | ±6.5% |
| Nov 02, 2026 | 13 | 40.4% | -0.2pt | ±6.4% |
| Nov 06, 2026 | 17 | 16.2% | +4.5pt | ±3.0% |
| Nov 13, 2026 | 24 | 24.6% | +9.7pt | ±4.9% |
| Nov 20, 2026 | 31 | 29.5% | -3.5pt | ±7.0% |
| Nov 27, 2026 | 38 | 22.4% | -11.7pt | ±5.9% |
| Dec 18, 2026 | 59 | 28.5% | +5.3pt | ±10.2% |
| Dec 31, 2026 | 72 | 30.2% | +9.1pt | ±11.4% |
| Jan 15, 2027 | 87 | 25.8% | +0.2pt | ±10.2% |
| Mar 19, 2027 | 150 | 24.4% | -0.4pt | ±12.6% |
| Mar 31, 2027 | 162 | 24.5% | +1.9pt | ±13.1% |
| Jun 17, 2027 | 240 | 24.6% | +2.1pt | ±15.9% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20