XLY волатильность 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.20.4%
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.14.5%
HV6017.0%
Спред IV − HV20
+5.9pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
7
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 12:47 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 41.7% | -12.2pt | ±3.5% |
| Oct 30, 2026 | 10 | 24.9% | +4.9pt | ±3.9% |
| Nov 06, 2026 | 17 | 28.0% | +13.8pt | ±5.1% |
| Nov 13, 2026 | 24 | 21.1% | +14.6pt | ±4.4% |
| Nov 20, 2026 | 31 | 20.3% | +12.8pt | ±4.8% |
| Nov 27, 2026 | 38 | 21.5% | +7.2pt | ±5.5% |
| Dec 18, 2026 | 59 | 22.6% | +5.7pt | ±7.0% |
| Jan 15, 2027 | 87 | 14.4% | +5.8pt | ±5.7% |
| Mar 19, 2027 | 150 | 22.3% | +2.7pt | ±11.4% |
| Jun 17, 2027 | 240 | 21.4% | +5.8pt | ±13.9% |
| Sep 17, 2027 | 332 | 22.4% | +3.7pt | ±17.2% |
| Jan 21, 2028 | 458 | 22.1% | +5.8pt | ±19.8% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20