XLY volatilidade State Street Consumer Discretionary 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.17.9%
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.16.0%
HV6021.8%
Spread IV − HV20
+2.0pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
9
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 00:39 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 20.3% | +2.6pt | ±1.2% |
| Sep 11, 2026 | 9 | 17.0% | +2.2pt | ±2.2% |
| Sep 18, 2026 | 16 | 18.0% | +1.8pt | ±3.0% |
| Sep 25, 2026 | 23 | 17.9% | +1.4pt | ±3.6% |
| Oct 02, 2026 | 30 | 17.9% | -0.3pt | ±4.1% |
| Oct 09, 2026 | 37 | 18.2% | -2.6pt | ±4.7% |
| Oct 16, 2026 | 44 | 18.1% | +2.7pt | ±5.0% |
| Dec 18, 2026 | 107 | 19.9% | +3.7pt | ±8.7% |
| Jan 15, 2027 | 135 | 20.2% | +4.6pt | ±9.8% |
| Mar 19, 2027 | 198 | 21.0% | +4.3pt | ±12.4% |
| Jun 17, 2027 | 288 | 20.7% | +4.2pt | ±14.8% |
| Jan 21, 2028 | 506 | 23.1% | +5.5pt | ±21.6% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20