XLY volatility 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.17.0%
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.16.8%
HV6021.9%
IV − HV20 spread
+0.2pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
स्वयं-इतिहास पर्सेंटाइलWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 दिन रिकॉर्ड किए गए
Cboe delayed options data · के अनुसार 21:55 UTC · इनकी गणना कैसे की जाती है
IV term structure
प्रत्येक सूचीबद्ध एक्सपायरी के लिए at-the-money इम्प्लाइड वोलैटिलिटी, शेष दिनों के अनुसार प्लॉट की गई।
| समाप्त होती है | DTE | ATM IV | 25Δ स्क्यूThe 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 27.4% | -2.4pt | ±1.2% |
| Sep 11, 2026 | 8 | 16.9% | +5.3pt | ±2.0% |
| Sep 18, 2026 | 15 | 18.1% | +2.5pt | ±3.0% |
| Sep 25, 2026 | 22 | 18.4% | +1.0pt | ±3.6% |
| Oct 02, 2026 | 29 | 16.6% | +3.7pt | ±3.8% |
| Oct 09, 2026 | 36 | 18.8% | +6.7pt | ±4.7% |
| Oct 16, 2026 | 43 | 18.0% | +3.1pt | ±5.0% |
| Oct 23, 2026 | 50 | 19.0% | +2.5pt | ±5.6% |
| Dec 18, 2026 | 106 | 19.9% | +3.6pt | ±8.7% |
| Jan 15, 2027 | 134 | 19.8% | +3.2pt | ±9.6% |
| Mar 19, 2027 | 197 | 20.3% | +4.0pt | ±12.0% |
| Jun 17, 2027 | 287 | 20.7% | +5.0pt | ±14.8% |
| Jan 21, 2028 | 505 | 22.1% | +4.8pt | ±20.6% |
Volatility smile — Sep 18, 2026
strike के अनुसार implied volatility। puts की ओर झुकाव (बाईं ओर अधिक) skew है: downside protection की कीमत upside से अधिक।
callsputs
Implied बनाम realized, दैनिक रिकॉर्ड
IV30HV20