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.26.6%
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
+10.0pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
20
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 03:46 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 | 44.1% | +23.7pt | ±3.7% |
| Oct 30, 2026 | 11 | 27.4% | +4.5pt | ±3.8% |
| Nov 06, 2026 | 18 | 26.7% | -2.9pt | ±4.7% |
| Nov 13, 2026 | 25 | 26.2% | -0.4pt | ±5.5% |
| Nov 20, 2026 | 32 | 26.7% | +1.7pt | ±6.3% |
| Nov 27, 2026 | 39 | 23.7% | +6.8pt | ±6.2% |
| Dec 18, 2026 | 60 | 22.0% | +1.5pt | ±7.1% |
| Jan 15, 2027 | 88 | 20.8% | -3.0pt | ±8.2% |
| Mar 19, 2027 | 151 | 24.5% | +0.3pt | ±12.6% |
| Jun 17, 2027 | 241 | 25.5% | — | ±16.4% |
| Sep 17, 2027 | 333 | 26.1% | +1.8pt | ±19.4% |
| Jan 21, 2028 | 459 | 26.1% | -1.7pt | ±22.8% |
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