XLE 波动率 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.27.0%
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%
IV − HV20价差
+7.3pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
21
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 已记录天数
Cboe delayed options data · 截至 14:05 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 31.8% | +1.8pt | ±1.5% |
| Oct 23, 2026 | 3 | 33.9% | -0.1pt | ±2.6% |
| Oct 26, 2026 | 6 | 25.1% | +0.5pt | ±2.6% |
| Oct 28, 2026 | 8 | 26.6% | -5.0pt | ±3.2% |
| Oct 30, 2026 | 10 | 28.7% | -1.1pt | ±3.9% |
| Nov 02, 2026 | 13 | 25.7% | -3.9pt | ±3.9% |
| Nov 04, 2026 | 15 | 32.2% | -1.8pt | ±5.3% |
| Nov 06, 2026 | 17 | 29.3% | -0.7pt | ±5.1% |
| Nov 13, 2026 | 24 | 27.1% | -2.3pt | ±5.6% |
| Nov 20, 2026 | 31 | 27.0% | +0.4pt | ±6.3% |
| Nov 27, 2026 | 38 | 26.2% | +1.6pt | ±6.8% |
| Dec 18, 2026 | 59 | 25.9% | +0.4pt | ±8.4% |
| Dec 31, 2026 | 72 | 25.5% | -0.1pt | ±9.6% |
| Jan 15, 2027 | 87 | 25.1% | +0.3pt | ±9.8% |
| Mar 19, 2027 | 150 | 25.7% | -0.1pt | ±13.3% |
| Mar 31, 2027 | 162 | 25.7% | -0.2pt | ±13.7% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20