XLV волатильность 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.17.8%
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.16.7%
HV6017.2%
Спред IV − HV20
+1.1pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
4
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 06:44 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 30.4% | +10.9pt | ±2.6% |
| Oct 30, 2026 | 10 | 19.1% | -6.6pt | ±3.0% |
| Nov 06, 2026 | 17 | 16.0% | +0.5pt | ±3.1% |
| Nov 13, 2026 | 24 | 18.2% | +0.4pt | ±3.8% |
| Nov 20, 2026 | 31 | 17.8% | -4.3pt | ±4.1% |
| Nov 27, 2026 | 38 | 18.2% | +0.2pt | ±4.8% |
| Dec 18, 2026 | 59 | 20.1% | +0.9pt | ±6.8% |
| Jan 15, 2027 | 87 | 17.4% | +4.7pt | ±6.9% |
| Mar 19, 2027 | 150 | 17.1% | +1.3pt | ±9.0% |
| Jun 17, 2027 | 240 | 17.7% | +0.8pt | ±11.7% |
| Sep 17, 2027 | 332 | 18.2% | +1.3pt | ±14.1% |
| Jan 21, 2028 | 458 | 18.3% | -0.0pt | ±17.3% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20