XLU volatilidad State Street Utilities Select Sector SPDR ETF
Cboe delayed options data · a fecha de 18:46 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 18.8% | +0.3pt | ±1.4% |
| Oct 30, 2026 | 10 | 17.6% | +1.4pt | ±2.4% |
| Nov 06, 2026 | 17 | 17.7% | +0.7pt | ±3.1% |
| Nov 13, 2026 | 24 | 17.2% | +0.8pt | ±3.6% |
| Nov 20, 2026 | 31 | 17.3% | +0.9pt | ±4.1% |
| Nov 27, 2026 | 38 | 17.2% | +0.8pt | ±4.5% |
| Dec 18, 2026 | 59 | 17.4% | +0.9pt | ±5.7% |
| Jan 15, 2027 | 87 | 17.2% | +0.6pt | ±6.8% |
| Mar 19, 2027 | 150 | 17.6% | +0.1pt | ±9.1% |
| Apr 16, 2027 | 178 | 17.4% | -1.0pt | ±9.7% |
| Jun 17, 2027 | 240 | 17.6% | +0.1pt | ±11.5% |
| Jul 16, 2027 | 269 | 17.8% | +0.9pt | ±12.7% |
| Dec 17, 2027 | 423 | 18.0% | -0.0pt | ±15.5% |
| Jan 21, 2028 | 458 | 18.1% | -0.4pt | ±15.9% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.