XLI 波动率 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%
IV − HV20价差
+6.3pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
5
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 已记录天数
Cboe delayed options data · 截至 18:45 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| 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% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20