XLRE volatilidade 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.15.2%
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.15.6%
HV6012.7%
Spread IV − HV20
-0.4pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
3
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.
30/60 dias registrados
Cboe delayed options data · em 22:05 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 15.2% | +2.4pt | ±4.7% |
| Dec 18, 2026 | 59 | 14.8% | +8.4pt | ±4.9% |
| Jan 15, 2027 | 87 | 16.5% | +4.3pt | ±6.6% |
| Feb 19, 2027 | 122 | 25.3% | +7.3pt | ±11.8% |
| May 21, 2027 | 213 | 16.0% | +13.4pt | ±9.6% |
Sorriso de volatilidade — Nov 20, 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