XLP volatilità 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.12.8%
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.14.9%
HV6015.1%
Spread IV − HV20
-2.2pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
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.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 12:46 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 | 3 | 13.8% | +3.1pt | ±1.0% |
| Oct 30, 2026 | 10 | 22.9% | +7.1pt | ±3.3% |
| Nov 06, 2026 | 17 | 31.3% | -13.0pt | ±5.7% |
| Nov 13, 2026 | 24 | 20.5% | +3.8pt | ±4.4% |
| Nov 20, 2026 | 31 | 11.4% | -12.3pt | ±2.8% |
| Nov 27, 2026 | 38 | 21.9% | +20.0pt | ±5.7% |
| Dec 18, 2026 | 59 | 20.4% | +1.1pt | ±6.6% |
| Jan 15, 2027 | 87 | 21.3% | +12.0pt | ±8.4% |
| Mar 19, 2027 | 150 | 15.5% | +6.4pt | ±8.0% |
| Jun 17, 2027 | 240 | 17.2% | -0.2pt | ±11.2% |
| Jan 21, 2028 | 458 | 16.0% | +0.1pt | ±14.1% |
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