XLF volatilidad 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.16.3%
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.13.3%
HV6012.6%
Diferencial IV − HV20
+3.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 06:44 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 23.7% | +7.2pt | ±1.4% |
| Oct 23, 2026 | 3 | 13.6% | -1.9pt | ±1.2% |
| Oct 26, 2026 | 6 | 15.0% | +5.8pt | ±1.7% |
| Oct 28, 2026 | 8 | 14.4% | +5.9pt | ±1.8% |
| Oct 30, 2026 | 10 | 15.4% | +16.5pt | ±2.2% |
| Nov 02, 2026 | 13 | 36.3% | -5.7pt | ±5.8% |
| Nov 06, 2026 | 17 | 17.4% | -0.2pt | ±3.1% |
| Nov 13, 2026 | 24 | 15.9% | +3.1pt | ±3.4% |
| Nov 20, 2026 | 31 | 16.3% | +1.4pt | ±3.9% |
| Nov 27, 2026 | 38 | 15.2% | +2.2pt | ±4.0% |
| Dec 18, 2026 | 59 | 16.1% | +3.6pt | ±5.4% |
| Dec 31, 2026 | 72 | 19.5% | +2.9pt | ±7.1% |
| Jan 15, 2027 | 87 | 15.7% | +0.3pt | ±6.3% |
| Mar 19, 2027 | 150 | 17.6% | +3.3pt | ±9.2% |
| Mar 31, 2027 | 162 | 17.1% | +3.8pt | ±9.3% |
| Jun 17, 2027 | 240 | 17.8% | +3.6pt | ±11.8% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20