XRT волатильность 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.25.1%
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.16.5%
HV6019.7%
Спред IV − HV20
+8.5pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
18
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 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 | 3 | 26.2% | +1.4pt | ±1.9% |
| Oct 30, 2026 | 10 | 25.6% | +1.4pt | ±3.4% |
| Nov 06, 2026 | 17 | 25.4% | +2.2pt | ±4.4% |
| Nov 13, 2026 | 24 | 25.1% | +1.5pt | ±5.1% |
| Nov 20, 2026 | 31 | 25.1% | +8.4pt | ±5.8% |
| Nov 27, 2026 | 38 | 24.4% | +3.3pt | ±6.3% |
| Dec 18, 2026 | 59 | 25.0% | -0.6pt | ±8.0% |
| Jan 15, 2027 | 87 | 25.0% | +1.7pt | ±9.8% |
| Mar 19, 2027 | 150 | 25.0% | +2.3pt | ±12.7% |
| Jun 17, 2027 | 240 | 25.6% | +2.6pt | ±16.4% |
| Sep 17, 2027 | 332 | 26.0% | +2.3pt | ±19.7% |
| Jan 21, 2028 | 458 | 26.6% | +2.8pt | ±23.2% |
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