XLRE 변동성 State Street Real Estate 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.12.9%
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.14.2%
HV6012.1%
IV − HV20 스프레드
-1.4pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
1
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 일 기록됨
Cboe delayed options data · 기준일 09:46 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 12.9% | +3.0pt | ±3.1% |
| Dec 18, 2026 | 59 | 37.1% | -22.7pt | ±13.8% |
| Jan 15, 2027 | 87 | 14.7% | +20.2pt | ±8.7% |
| Feb 19, 2027 | 122 | 25.6% | +15.7pt | ±12.0% |
| May 21, 2027 | 213 | 14.8% | +3.6pt | ±9.3% |
변동성 스마일 — Nov 20, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20