XLF 변동성 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.16.0%
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%
IV − HV20 스프레드
+3.0pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 일 기록됨
Cboe delayed options data · 기준일 19:05 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 21.9% | — | ±0.3% |
| Oct 21, 2026 | 2 | 18.2% | +1.6pt | ±1.1% |
| Oct 23, 2026 | 4 | 16.8% | +2.0pt | ±1.4% |
| Oct 26, 2026 | 7 | 15.3% | +1.6pt | ±1.7% |
| Oct 28, 2026 | 9 | 16.2% | +1.9pt | ±2.1% |
| Oct 30, 2026 | 11 | 16.7% | +2.4pt | ±2.4% |
| Nov 02, 2026 | 14 | 15.6% | +2.1pt | ±2.5% |
| Nov 06, 2026 | 18 | 16.6% | +2.2pt | ±3.0% |
| Nov 13, 2026 | 25 | 16.1% | +2.3pt | ±3.4% |
| Nov 20, 2026 | 32 | 16.0% | +2.5pt | ±3.8% |
| Nov 27, 2026 | 39 | 16.1% | +2.2pt | ±4.3% |
| Dec 18, 2026 | 60 | 16.4% | +2.8pt | ±5.4% |
| Dec 31, 2026 | 73 | 16.0% | +2.9pt | ±5.8% |
| Jan 15, 2027 | 88 | 16.0% | +2.6pt | ±6.4% |
| Mar 19, 2027 | 151 | 17.1% | +3.6pt | ±9.0% |
| Mar 31, 2027 | 163 | 17.2% | +3.4pt | ±9.3% |
변동성 스마일 — Nov 20, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20