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.32.9%
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.27.0%
HV6028.5%
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).
33
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 записано дней
Cboe delayed options data · по состоянию на 18:46 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 | 38.2% | -3.1pt | ±3.2% |
| Oct 30, 2026 | 11 | 35.5% | -0.5pt | ±5.0% |
| Nov 06, 2026 | 18 | 34.9% | -0.5pt | ±6.2% |
| Nov 13, 2026 | 25 | 33.3% | -2.3pt | ±7.0% |
| Nov 20, 2026 | 32 | 32.8% | -0.2pt | ±7.8% |
| Nov 27, 2026 | 39 | 32.9% | -0.8pt | ±8.6% |
| Dec 18, 2026 | 60 | 31.9% | +0.9pt | ±10.4% |
| Jan 15, 2027 | 88 | 31.3% | -0.3pt | ±12.3% |
| Mar 19, 2027 | 151 | 32.3% | -0.5pt | ±16.6% |
| Jun 17, 2027 | 241 | 32.4% | -0.2pt | ±20.8% |
| Dec 17, 2027 | 424 | 32.6% | +0.4pt | ±27.5% |
| Jan 21, 2028 | 459 | 32.5% | +0.7pt | ±28.3% |
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