XLF volatilite 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.13.3%
HV6012.6%
IV − HV20 farkı
+2.7pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 kaydedilen gün
Cboe delayed options data · itibarıyla 15:05 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied hareket |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 17.7% | +3.4pt | ±0.8% |
| Oct 23, 2026 | 3 | 16.9% | +3.1pt | ±1.2% |
| Oct 26, 2026 | 6 | 14.8% | +2.8pt | ±1.5% |
| Oct 28, 2026 | 8 | 16.1% | +2.5pt | ±1.9% |
| Oct 30, 2026 | 10 | 16.7% | +2.7pt | ±2.3% |
| Nov 02, 2026 | 13 | 15.6% | +2.8pt | ±2.4% |
| Nov 04, 2026 | 15 | 29.5% | -4.7pt | ±4.8% |
| Nov 06, 2026 | 17 | 16.5% | +2.6pt | ±2.9% |
| Nov 13, 2026 | 24 | 16.0% | +2.9pt | ±3.3% |
| Nov 20, 2026 | 31 | 16.0% | +2.8pt | ±3.8% |
| Nov 27, 2026 | 38 | 15.9% | +3.2pt | ±4.1% |
| Dec 18, 2026 | 59 | 15.9% | +2.9pt | ±5.2% |
| Dec 31, 2026 | 72 | 15.8% | +4.1pt | ±5.7% |
| Jan 15, 2027 | 87 | 15.9% | +2.8pt | ±6.3% |
| Mar 19, 2027 | 150 | 17.1% | +3.6pt | ±8.8% |
| Mar 31, 2027 | 162 | 17.1% | +3.4pt | ±9.2% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20