XLY Volatilität 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.21.9%
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.13.7%
HV6016.6%
IV − HV20-Spread
+8.3pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
11
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 18:46 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 25.3% | +0.6pt | ±2.1% |
| Oct 30, 2026 | 11 | 24.0% | +4.5pt | ±3.3% |
| Nov 06, 2026 | 18 | 22.0% | +2.5pt | ±3.9% |
| Nov 13, 2026 | 25 | 22.3% | +6.5pt | ±4.7% |
| Nov 20, 2026 | 32 | 21.8% | +2.6pt | ±5.2% |
| Nov 27, 2026 | 39 | 22.0% | +4.0pt | ±5.7% |
| Dec 18, 2026 | 60 | 20.9% | +3.5pt | ±6.9% |
| Jan 15, 2027 | 88 | 20.8% | +3.0pt | ±8.2% |
| Mar 19, 2027 | 151 | 20.8% | +3.9pt | ±10.7% |
| Jun 17, 2027 | 241 | 22.1% | +2.9pt | ±14.3% |
| Sep 17, 2027 | 333 | 22.3% | +3.9pt | ±17.0% |
| Jan 21, 2028 | 459 | 22.7% | +5.0pt | ±20.3% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20