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.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%
IV − HV20价差
+3.7pt
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).
20
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.
28/60 已记录天数
Cboe delayed options data · 截至 18:45 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 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% |
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