XLF volatilità State Street Financial 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.15.0%
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.10.4%
HV6012.5%
Spread IV − HV20
+4.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
4
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 00:39 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 02, 2026 | 0 | 32.3% | — | ±0.2% |
| Sep 03, 2026 | 1 | 15.1% | -0.4pt | ±0.7% |
| Sep 04, 2026 | 2 | 12.6% | -0.3pt | ±0.8% |
| Sep 08, 2026 | 6 | 12.2% | +5.4pt | ±1.3% |
| Sep 09, 2026 | 7 | 12.0% | +3.7pt | ±1.3% |
| Sep 10, 2026 | 8 | 13.5% | -1.9pt | ±1.6% |
| Sep 11, 2026 | 9 | 14.4% | +1.1pt | ±1.8% |
| Sep 14, 2026 | 12 | 8.9% | +1.5pt | ±1.4% |
| Sep 15, 2026 | 13 | 12.0% | +4.2pt | ±1.9% |
| Sep 16, 2026 | 14 | 33.3% | +53.3pt | ±5.2% |
| Sep 18, 2026 | 16 | 14.4% | +5.8pt | ±2.4% |
| Sep 25, 2026 | 23 | 14.8% | +1.5pt | ±3.0% |
| Sep 30, 2026 | 28 | 13.9% | +0.1pt | ±3.2% |
| Oct 02, 2026 | 30 | 15.0% | +1.1pt | ±3.5% |
| Oct 09, 2026 | 37 | 14.6% | +0.1pt | ±3.7% |
| Oct 16, 2026 | 44 | 14.5% | +1.3pt | ±4.1% |
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