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.17.4%
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.16.8%
HV6021.9%
Спред IV − HV20
+0.5pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
8
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 09:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 27.4% | -2.4pt | ±1.2% |
| Sep 11, 2026 | 7 | 16.9% | +5.3pt | ±2.0% |
| Sep 18, 2026 | 14 | 18.1% | +2.5pt | ±3.0% |
| Sep 25, 2026 | 21 | 18.4% | +1.0pt | ±3.6% |
| Oct 02, 2026 | 28 | 16.6% | +3.7pt | ±3.8% |
| Oct 09, 2026 | 35 | 18.8% | +6.7pt | ±4.7% |
| Oct 16, 2026 | 42 | 18.0% | +3.1pt | ±5.0% |
| Oct 23, 2026 | 49 | 19.0% | +2.5pt | ±5.6% |
| Dec 18, 2026 | 105 | 19.9% | +3.6pt | ±8.7% |
| Jan 15, 2027 | 133 | 19.8% | +3.2pt | ±9.6% |
| Mar 19, 2027 | 196 | 20.3% | +4.0pt | ±12.0% |
| Jun 17, 2027 | 286 | 20.7% | +5.0pt | ±14.8% |
| Jan 21, 2028 | 504 | 22.1% | +4.8pt | ±20.6% |
Улыбка волатильности — Sep 18, 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