XLI volatilità State Street Industrial 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.19.4%
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.13.1%
HV6014.8%
Spread IV − HV20
+6.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
5
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.
28/60 giorni registrati
Cboe delayed options data · aggiornato al 18:45 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 23, 2026 | 4 | 23.0% | +3.0pt | ±2.0% |
| Oct 30, 2026 | 11 | 22.1% | +3.3pt | ±3.1% |
| Nov 06, 2026 | 18 | 20.5% | +4.5pt | ±3.7% |
| Nov 13, 2026 | 25 | 20.2% | +8.3pt | ±4.3% |
| Nov 20, 2026 | 32 | 19.1% | +2.9pt | ±4.6% |
| Nov 27, 2026 | 39 | 21.3% | +3.7pt | ±5.6% |
| Dec 18, 2026 | 60 | 20.8% | +3.2pt | ±6.8% |
| Jan 15, 2027 | 88 | 20.4% | +3.4pt | ±8.2% |
| Mar 19, 2027 | 151 | 20.1% | +2.5pt | ±10.5% |
| Jun 17, 2027 | 241 | 20.5% | +3.5pt | ±13.5% |
| Sep 17, 2027 | 333 | 20.7% | +2.8pt | ±16.2% |
| Jan 21, 2028 | 459 | 20.6% | +2.8pt | ±18.7% |
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