XLF Volatilität 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.16.0%
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.13.0%
HV6012.6%
IV − HV20-Spread
+3.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 17:06 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 17.1% | — | ±0.4% |
| Oct 21, 2026 | 2 | 17.7% | +1.9pt | ±1.1% |
| Oct 23, 2026 | 4 | 16.5% | +2.1pt | ±1.4% |
| Oct 26, 2026 | 7 | 15.1% | +1.9pt | ±1.7% |
| Oct 28, 2026 | 9 | 16.0% | +1.6pt | ±2.0% |
| Oct 30, 2026 | 11 | 16.2% | +2.1pt | ±2.3% |
| Nov 02, 2026 | 14 | 15.9% | +2.9pt | ±2.5% |
| Nov 06, 2026 | 18 | 16.2% | +2.2pt | ±2.9% |
| Nov 13, 2026 | 25 | 16.6% | +2.1pt | ±3.5% |
| Nov 20, 2026 | 32 | 15.8% | +2.5pt | ±3.8% |
| Nov 27, 2026 | 39 | 16.2% | +1.9pt | ±4.3% |
| Dec 18, 2026 | 60 | 16.1% | +3.0pt | ±5.3% |
| Dec 31, 2026 | 73 | 16.1% | +2.7pt | ±5.9% |
| Jan 15, 2027 | 88 | 16.0% | +2.6pt | ±6.4% |
| Mar 19, 2027 | 151 | 17.1% | +3.7pt | ±9.0% |
| Mar 31, 2027 | 163 | 17.2% | +3.2pt | ±9.3% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20