XLU volatilite 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.17.7%
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%
IV − HV20 farkı
-0.1pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
4
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
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Cboe delayed options data · itibarıyla 15:46 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied hareket |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 18.7% | +0.6pt | ±1.4% |
| Oct 30, 2026 | 10 | 17.7% | +0.8pt | ±2.4% |
| Nov 06, 2026 | 17 | 17.8% | +0.9pt | ±3.1% |
| Nov 13, 2026 | 24 | 17.4% | +1.1pt | ±3.6% |
| Nov 20, 2026 | 31 | 17.7% | +1.0pt | ±4.2% |
| Nov 27, 2026 | 38 | 17.2% | +0.8pt | ±4.5% |
| Dec 18, 2026 | 59 | 17.2% | +0.9pt | ±5.6% |
| Jan 15, 2027 | 87 | 17.1% | +0.7pt | ±6.8% |
| Mar 19, 2027 | 150 | 17.5% | +0.1pt | ±9.0% |
| Apr 16, 2027 | 178 | 17.9% | -0.8pt | ±10.0% |
| Jun 17, 2027 | 240 | 17.6% | -0.1pt | ±11.5% |
| Jul 16, 2027 | 269 | 17.9% | +0.7pt | ±12.7% |
| Dec 17, 2027 | 423 | 18.0% | -0.0pt | ±15.5% |
| Jan 21, 2028 | 458 | 18.2% | -0.5pt | ±16.0% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20