XLRE volatiliteit 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.13.8%
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.11.7%
HV6014.9%
IV − HV20 spreiding
+2.1pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dagen vastgelegd
Cboe delayed options data · per 12:40 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 12.1% | +1.4pt | ±2.1% |
| Oct 16, 2026 | 43 | 14.3% | -0.1pt | ±4.1% |
| Nov 20, 2026 | 78 | 14.4% | +5.0pt | ±5.5% |
| Jan 15, 2027 | 134 | 13.5% | -1.8pt | ±6.8% |
| Feb 19, 2027 | 169 | 17.2% | +6.5pt | ±9.5% |
Volatiliteitsglimlach — Sep 18, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20