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.22.2%
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.18.7%
HV6021.2%
Écart IV − HV20
+3.5pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
17
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.
3/60 jours enregistrés
Cboe delayed options data · au 15:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 34.8% | -12.2pt | ±2.1% |
| Sep 11, 2026 | 8 | 18.2% | -1.4pt | ±2.3% |
| Sep 18, 2026 | 15 | 24.5% | +2.7pt | ±4.1% |
| Sep 25, 2026 | 22 | 23.3% | -1.1pt | ±4.7% |
| Oct 02, 2026 | 29 | 22.1% | +2.0pt | ±5.1% |
| Oct 09, 2026 | 36 | 22.9% | +1.7pt | ±5.8% |
| Oct 16, 2026 | 43 | 23.7% | +1.0pt | ±6.6% |
| Dec 18, 2026 | 106 | 22.5% | +2.2pt | ±9.7% |
| Jan 15, 2027 | 134 | 25.0% | +1.9pt | ±12.0% |
| Mar 19, 2027 | 197 | 24.1% | +4.6pt | ±14.0% |
| Jan 21, 2028 | 505 | 24.5% | +2.5pt | ±22.2% |
Smile de volatilité — Sep 18, 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