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.18.0%
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%
IV − HV20-Spread
+2.0pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
9
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 20.3% | +2.6pt | ±1.2% |
| Sep 11, 2026 | 8 | 17.0% | +2.2pt | ±2.2% |
| Sep 18, 2026 | 15 | 18.0% | +1.8pt | ±3.0% |
| Sep 25, 2026 | 22 | 17.9% | +1.4pt | ±3.6% |
| Oct 02, 2026 | 29 | 17.9% | -0.3pt | ±4.1% |
| Oct 09, 2026 | 36 | 18.2% | -2.6pt | ±4.7% |
| Oct 16, 2026 | 43 | 18.1% | +2.7pt | ±5.0% |
| Dec 18, 2026 | 106 | 19.9% | +3.7pt | ±8.7% |
| Jan 15, 2027 | 134 | 20.2% | +4.6pt | ±9.8% |
| Mar 19, 2027 | 197 | 21.0% | +4.3pt | ±12.4% |
| Jun 17, 2027 | 287 | 20.7% | +4.2pt | ±14.8% |
| Jan 21, 2028 | 505 | 23.1% | +5.5pt | ±21.6% |
Volatility Smile — Sep 18, 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