XLK volatilidade State Street Technology 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.24.1%
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.20.9%
HV6032.3%
Spread IV − HV20
+3.3pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
23
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 18:03 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 29.9% | +10.2pt | ±1.4% |
| Sep 11, 2026 | 8 | 22.9% | +5.6pt | ±2.8% |
| Sep 18, 2026 | 15 | 23.7% | +4.5pt | ±3.9% |
| Sep 25, 2026 | 22 | 24.1% | +6.6pt | ±4.8% |
| Oct 02, 2026 | 29 | 24.0% | +6.0pt | ±5.4% |
| Oct 09, 2026 | 36 | 24.7% | +6.4pt | ±6.2% |
| Oct 16, 2026 | 43 | 25.0% | +4.8pt | ±6.9% |
| Oct 23, 2026 | 50 | 24.8% | — | ±7.4% |
| Nov 20, 2026 | 78 | 26.7% | +5.3pt | ±9.9% |
| Dec 18, 2026 | 106 | 25.9% | +5.2pt | ±11.2% |
| Jan 15, 2027 | 134 | 26.1% | +5.0pt | ±12.6% |
| Mar 19, 2027 | 197 | 26.4% | +5.2pt | ±15.5% |
| Apr 16, 2027 | 225 | 26.6% | +4.7pt | ±16.7% |
| Jun 17, 2027 | 287 | 27.3% | +5.4pt | ±19.3% |
| Sep 17, 2027 | 379 | 28.3% | +5.1pt | ±22.9% |
| Dec 17, 2027 | 470 | 28.5% | +4.9pt | ±25.7% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20