XLP volatility State Street Consumer Staples 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.17.4%
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.15.5%
HV6015.2%
IV − HV20 spread
+1.9pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
4
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 12:43 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 19.6% | +3.5pt | ±2.0% |
| Oct 30, 2026 | 11 | 17.1% | +2.7pt | ±2.7% |
| Nov 06, 2026 | 18 | 17.5% | +5.9pt | ±3.4% |
| Nov 13, 2026 | 25 | 17.9% | +2.2pt | ±4.1% |
| Nov 20, 2026 | 32 | 17.2% | +1.9pt | ±4.4% |
| Nov 27, 2026 | 39 | 16.6% | +4.4pt | ±4.6% |
| Dec 18, 2026 | 60 | 16.2% | +2.7pt | ±5.5% |
| Jan 15, 2027 | 88 | 13.4% | -1.3pt | ±5.5% |
| Mar 19, 2027 | 151 | 16.8% | +3.4pt | ±8.9% |
| Jun 17, 2027 | 241 | 16.7% | +1.7pt | ±11.1% |
| Jan 21, 2028 | 459 | 15.8% | +1.2pt | ±14.2% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20