XLV volatilitas State Street Health Care 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.18.3%
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.16.4%
HV6017.2%
Selisih IV − HV20
+1.9pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
4
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 hari yang direkam
Cboe delayed options data · per 18:45 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 20.2% | +0.6pt | ±1.7% |
| Oct 30, 2026 | 11 | 18.9% | +1.7pt | ±2.6% |
| Nov 06, 2026 | 18 | 18.3% | +1.9pt | ±3.3% |
| Nov 13, 2026 | 25 | 18.2% | +0.8pt | ±3.8% |
| Nov 20, 2026 | 32 | 18.3% | +0.9pt | ±4.4% |
| Nov 27, 2026 | 39 | 18.1% | +1.9pt | ±4.7% |
| Dec 18, 2026 | 60 | 18.2% | +1.8pt | ±6.0% |
| Jan 15, 2027 | 88 | 17.9% | +1.8pt | ±7.1% |
| Mar 19, 2027 | 151 | 17.9% | +2.1pt | ±9.4% |
| Jun 17, 2027 | 241 | 17.9% | +1.7pt | ±11.9% |
| Sep 17, 2027 | 333 | 17.6% | +2.1pt | ±13.7% |
| Jan 21, 2028 | 459 | 18.2% | +2.3pt | ±16.5% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20