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.15.8%
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%
Spread IV − HV20
+2.5pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
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.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 14:05 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 |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 20.5% | -0.3pt | ±1.0% |
| Oct 23, 2026 | 3 | 18.5% | +2.5pt | ±1.5% |
| Oct 26, 2026 | 6 | 16.4% | -5.2pt | ±1.8% |
| Oct 28, 2026 | 8 | 18.1% | -6.1pt | ±2.2% |
| Oct 30, 2026 | 10 | 21.0% | +3.1pt | ±2.9% |
| Nov 02, 2026 | 13 | 18.9% | -2.0pt | ±2.9% |
| Nov 04, 2026 | 15 | 29.9% | +0.4pt | ±4.9% |
| Nov 06, 2026 | 17 | 16.3% | -2.1pt | ±2.9% |
| Nov 13, 2026 | 24 | 16.2% | +2.0pt | ±3.4% |
| Nov 20, 2026 | 31 | 15.7% | +2.6pt | ±3.7% |
| Nov 27, 2026 | 38 | 15.3% | +2.7pt | ±4.0% |
| Dec 18, 2026 | 59 | 16.0% | +2.9pt | ±5.2% |
| Dec 31, 2026 | 72 | 16.0% | +3.8pt | ±5.8% |
| Jan 15, 2027 | 87 | 16.1% | +2.7pt | ±6.3% |
| Mar 19, 2027 | 150 | 16.8% | +3.3pt | ±8.7% |
| Mar 31, 2027 | 162 | 16.5% | +3.8pt | ±8.9% |
Volatility smile — Nov 20, 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