XLU volatilità 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.16.9%
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.17.8%
HV6015.2%
Spread IV − HV20
-0.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
4
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 21:45 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 19.9% | +0.6pt | ±1.5% |
| Oct 30, 2026 | 10 | 16.9% | +2.7pt | ±2.3% |
| Nov 06, 2026 | 17 | 17.8% | +4.5pt | ±3.1% |
| Nov 13, 2026 | 24 | 17.2% | +3.1pt | ±3.5% |
| Nov 20, 2026 | 31 | 16.9% | +1.4pt | ±4.0% |
| Nov 27, 2026 | 38 | 16.6% | +2.7pt | ±4.3% |
| Dec 18, 2026 | 59 | 17.1% | +1.0pt | ±5.5% |
| Jan 15, 2027 | 87 | 17.0% | +0.9pt | ±6.7% |
| Mar 19, 2027 | 150 | 17.2% | +1.0pt | ±8.9% |
| Apr 16, 2027 | 178 | 16.9% | -0.6pt | ±9.5% |
| Jun 17, 2027 | 240 | 17.2% | +0.1pt | ±11.2% |
| Jul 16, 2027 | 269 | 17.7% | +0.3pt | ±12.7% |
| Dec 17, 2027 | 423 | 17.7% | -0.4pt | ±15.2% |
| Jan 21, 2028 | 458 | 15.3% | +0.3pt | ±13.6% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20