XLY volatiliteit 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 spreiding
+2.1pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
9
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dagen vastgelegd
Cboe delayed options data · per 15:39 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 29.1% | +2.1pt | ±1.4% |
| Sep 11, 2026 | 8 | 16.9% | +0.7pt | ±2.0% |
| Sep 18, 2026 | 15 | 17.6% | -0.7pt | ±2.9% |
| Sep 25, 2026 | 22 | 17.4% | +1.1pt | ±3.5% |
| Oct 02, 2026 | 29 | 18.0% | +2.3pt | ±4.1% |
| Oct 09, 2026 | 36 | 18.2% | +0.3pt | ±4.6% |
| Oct 16, 2026 | 43 | 18.3% | +3.7pt | ±5.1% |
| Oct 23, 2026 | 50 | 18.7% | +2.2pt | ±5.6% |
| Dec 18, 2026 | 106 | 19.7% | +3.7pt | ±8.6% |
| Jan 15, 2027 | 134 | 20.2% | +3.9pt | ±9.9% |
| Mar 19, 2027 | 197 | 20.8% | +3.9pt | ±12.3% |
| Jun 17, 2027 | 287 | 20.4% | +5.2pt | ±14.6% |
| Jan 21, 2028 | 505 | 22.9% | +4.9pt | ±21.5% |
Volatiliteitsglimlach — Sep 18, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20