XOP волатильность State Street SPDR S&P Oil & Gas Exploration & Production ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.32.0%
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.24.1%
HV6028.4%
Спред IV − HV20
+7.9pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
31
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 00:47 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 | 4 | 40.7% | +0.7pt | ±3.4% |
| Oct 30, 2026 | 11 | 35.2% | +0.4pt | ±4.9% |
| Nov 06, 2026 | 18 | 34.4% | +0.7pt | ±6.1% |
| Nov 13, 2026 | 25 | 33.9% | -0.5pt | ±7.1% |
| Nov 20, 2026 | 32 | 31.3% | +2.2pt | ±7.4% |
| Nov 27, 2026 | 39 | 33.3% | -0.7pt | ±8.7% |
| Dec 18, 2026 | 60 | 31.7% | -1.9pt | ±10.3% |
| Jan 15, 2027 | 88 | 31.8% | +0.1pt | ±12.4% |
| Mar 19, 2027 | 151 | 32.1% | +0.0pt | ±16.5% |
| Jun 17, 2027 | 241 | 32.7% | +0.4pt | ±21.0% |
| Dec 17, 2027 | 424 | 32.2% | +3.7pt | ±27.0% |
| Jan 21, 2028 | 459 | 34.1% | -2.1pt | ±29.5% |
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