Is protection on XLV cheap or dear today, how did the past month play out, and how did the judgments we filed on XLV settle? Updated after every close, with right and wrong judgments alike left on the record.
Data date 10.07
I
Where it stands today
30-day / one-year implied vol (%)18.74 / 18.88
The two are about level: nothing near-term is being priced on its own.
Data date 10.07. Implied vols are read once before each close.
II
The last 30 trading days
One-year and 30-day implied vol, day by day. The short line jumping while the long line holds means only the near-term event is being repriced; the long line rising too means the whole story is.
How to read this page
· The one-year percentile and the 30-day and one-year implied vols come from two different sources; each is compared only with its own past, and the two are never spliced together.
· The 30-day and one-year vols are constant-maturity: interpolated between the two nearest expiries to exactly 30 and 365 days, read once before each close.
· A big-print row is one contract's full-day total, not a single trade. Without per-trade timestamps or aggressor side we state premium traded only.
· Every reading is cross-checked against two independent sources and updated once after the close. Raw data is not provided on this site.
· Data and information only; not investment advice; no buy or sell recommendations.