XLF volatilité 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.16.2%
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%
Écart IV − HV20
+3.2pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 jours enregistrés
Cboe delayed options data · au 21:06 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 145.2% | — | ±0.6% |
| Oct 21, 2026 | 2 | 23.7% | +7.3pt | ±1.4% |
| Oct 23, 2026 | 4 | 13.6% | -1.4pt | ±1.2% |
| Oct 26, 2026 | 7 | 15.0% | +5.5pt | ±1.7% |
| Oct 28, 2026 | 9 | 14.4% | +6.3pt | ±1.8% |
| Oct 30, 2026 | 11 | 15.4% | +16.7pt | ±2.2% |
| Nov 02, 2026 | 14 | 36.3% | -5.5pt | ±5.8% |
| Nov 06, 2026 | 18 | 17.4% | -0.1pt | ±3.1% |
| Nov 13, 2026 | 25 | 15.8% | +3.3pt | ±3.3% |
| Nov 20, 2026 | 32 | 16.3% | +1.6pt | ±3.9% |
| Nov 27, 2026 | 39 | 15.2% | +2.2pt | ±4.0% |
| Dec 18, 2026 | 60 | 16.1% | +3.6pt | ±5.4% |
| Dec 31, 2026 | 73 | 19.5% | +2.9pt | ±7.1% |
| Jan 15, 2027 | 88 | 15.7% | +0.3pt | ±6.3% |
| Mar 19, 2027 | 151 | 17.6% | +3.3pt | ±9.2% |
| Mar 31, 2027 | 163 | 17.2% | +3.8pt | ±9.3% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20