XRT Volatilität State Street SPDR S&P Retail ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.21.2%
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.18.1%
HV6021.1%
IV − HV20-Spread
+3.2pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
17
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:40 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 30.0% | +5.7pt | ±1.3% |
| Sep 11, 2026 | 7 | 19.8% | +1.9pt | ±2.4% |
| Sep 18, 2026 | 14 | 20.7% | +1.7pt | ±3.4% |
| Sep 25, 2026 | 21 | 20.9% | +1.5pt | ±4.1% |
| Oct 02, 2026 | 28 | 21.0% | +2.6pt | ±4.7% |
| Oct 09, 2026 | 35 | 21.7% | +2.4pt | ±5.4% |
| Oct 16, 2026 | 42 | 22.4% | +2.4pt | ±6.1% |
| Oct 23, 2026 | 49 | 23.4% | +0.9pt | ±6.9% |
| Dec 18, 2026 | 105 | 23.2% | +1.5pt | ±9.9% |
| Jan 15, 2027 | 133 | 24.1% | +3.2pt | ±11.6% |
| Mar 19, 2027 | 196 | 24.3% | +3.0pt | ±14.1% |
| Jan 21, 2028 | 504 | 24.3% | +2.8pt | ±22.0% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20