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.14.4%
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.10.4%
HV6012.5%
Spread IV − HV20
+4.0pt
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 17:03 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 |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 15.5% | +0.0pt | ±0.3% |
| Sep 04, 2026 | 1 | 15.5% | +2.0pt | ±0.7% |
| Sep 08, 2026 | 5 | 10.6% | +1.3pt | ±1.0% |
| Sep 09, 2026 | 6 | 11.7% | +1.8pt | ±1.2% |
| Sep 10, 2026 | 7 | 12.4% | +1.5pt | ±1.4% |
| Sep 11, 2026 | 8 | 13.2% | +1.3pt | ±1.6% |
| Sep 14, 2026 | 11 | 12.9% | +1.9pt | ±1.9% |
| Sep 15, 2026 | 12 | 13.3% | +1.9pt | ±2.1% |
| Sep 16, 2026 | 13 | 14.4% | +2.1pt | ±2.3% |
| Sep 17, 2026 | 14 | 14.3% | +1.7pt | ±2.4% |
| Sep 18, 2026 | 15 | 14.3% | +1.3pt | ±2.3% |
| Sep 25, 2026 | 22 | 14.0% | +1.8pt | ±2.8% |
| Sep 30, 2026 | 27 | 14.3% | +1.7pt | ±3.2% |
| Oct 02, 2026 | 29 | 14.3% | +1.9pt | ±3.3% |
| Oct 09, 2026 | 36 | 14.6% | +2.1pt | ±3.7% |
| Oct 16, 2026 | 43 | 15.4% | +2.0pt | ±4.3% |
Volatility smile — Sep 18, 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