XRT volatilité 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.22.7%
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.16.3%
HV6018.9%
Écart IV − HV20
+6.4pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
12
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 jours enregistrés
Cboe delayed options data · au 22:06 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 50.1% | +4.6pt | ±3.6% |
| Oct 30, 2026 | 10 | 28.3% | -8.7pt | ±3.8% |
| Nov 06, 2026 | 17 | 27.4% | +2.7pt | ±4.7% |
| Nov 13, 2026 | 24 | 20.3% | +4.3pt | ±4.2% |
| Nov 20, 2026 | 31 | 23.0% | +5.5pt | ±5.4% |
| Nov 27, 2026 | 38 | 24.2% | +1.8pt | ±6.2% |
| Dec 18, 2026 | 59 | 23.3% | -1.1pt | ±7.5% |
| Jan 15, 2027 | 87 | 21.5% | +2.2pt | ±8.5% |
| Mar 19, 2027 | 150 | 25.2% | +5.8pt | ±12.9% |
| Jun 17, 2027 | 240 | 25.8% | +1.6pt | ±16.6% |
| Sep 17, 2027 | 332 | 25.9% | +2.7pt | ±19.7% |
| Jan 21, 2028 | 458 | 25.8% | -1.6pt | ±22.5% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20