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.13.4%
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.11.8%
HV6012.7%
IV − HV20-Spread
+1.7pt
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.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 21:55 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 |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 125.0% | — | ±0.3% |
| Sep 04, 2026 | 1 | 37.3% | +5.0pt | ±1.6% |
| Sep 08, 2026 | 5 | 11.1% | +2.6pt | ±1.1% |
| Sep 09, 2026 | 6 | 11.3% | +5.0pt | ±1.2% |
| Sep 10, 2026 | 7 | 12.5% | +4.9pt | ±1.4% |
| Sep 11, 2026 | 8 | 14.1% | +1.1pt | ±1.7% |
| Sep 14, 2026 | 11 | 19.1% | +1.2pt | ±2.8% |
| Sep 15, 2026 | 12 | 12.4% | -4.3pt | ±2.0% |
| Sep 16, 2026 | 13 | 17.0% | +2.4pt | ±2.7% |
| Sep 17, 2026 | 14 | 12.4% | +0.9pt | ±2.2% |
| Sep 18, 2026 | 15 | 17.9% | +3.0pt | ±2.9% |
| Sep 25, 2026 | 22 | 12.8% | -0.6pt | ±2.6% |
| Sep 30, 2026 | 27 | 14.5% | +4.9pt | ±3.3% |
| Oct 02, 2026 | 29 | 13.7% | +1.5pt | ±3.1% |
| Oct 09, 2026 | 36 | 12.2% | +2.5pt | ±3.1% |
| Oct 16, 2026 | 43 | 16.1% | +2.6pt | ±4.7% |
Volatility Smile — Sep 18, 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