XLU Volatilität State Street Utilities 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.14.8%
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.14.0%
HV6014.4%
IV − HV20-Spread
+0.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
4
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 18:39 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 18.6% | -3.4pt | ±0.8% |
| Sep 11, 2026 | 8 | 14.1% | -1.2pt | ±1.7% |
| Sep 18, 2026 | 15 | 15.5% | +0.1pt | ±2.5% |
| Sep 25, 2026 | 22 | 14.7% | +0.0pt | ±3.1% |
| Oct 02, 2026 | 29 | 14.8% | -0.2pt | ±3.5% |
| Oct 09, 2026 | 36 | 14.9% | -0.8pt | ±3.8% |
| Oct 16, 2026 | 43 | 14.8% | +0.3pt | ±4.1% |
| Oct 23, 2026 | 50 | 16.4% | +9.9pt | ±4.9% |
| Dec 18, 2026 | 106 | 15.5% | +0.6pt | ±6.8% |
| Jan 15, 2027 | 134 | 16.3% | +0.5pt | ±8.0% |
| Mar 19, 2027 | 197 | 16.8% | +0.4pt | ±9.9% |
| Apr 16, 2027 | 225 | 16.8% | +0.4pt | ±10.5% |
| Jun 17, 2027 | 287 | 17.2% | -0.4pt | ±12.2% |
| Dec 17, 2027 | 470 | 17.9% | +0.0pt | ±16.1% |
| Jan 21, 2028 | 505 | 17.7% | -0.1pt | ±16.2% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20