🦞 IVV Options Analysis

Snapshot: 2026-07-27 14:02:00 · Generated: 2026-07-29 21:35 · 503 calls, 364 puts, 14 expiries
$742.36
Underlying
-2.5%
52-Week Drawdown
12.7%
HV (21d)
24.6%
ATM IV
+11.9pp
IV − HV Spread

Butterfly Price & Risk-Neutral Density

Volatility Smile by Expiry

IV Term Structure

Volatility Surface

Volatility Cone

Skew Term Structure

Open Interest Profile

IV/HV Timeline

Vol Regime Forward Returns

HV History with Regime Shading

Rolling Volatility Percentile

Forward Return Distribution by Regime

Density Heatmap Over Time

ATM IV by Expiry

Expiry Days To Expiry Atm Iv Call Iv Put Iv
0 2026-07-31 1 24.63 30.98 18.27
1 2026-08-07 8 18.71 22.83 14.59
2 2026-08-14 15 18.04 21.40 14.69
3 2026-08-21 22 18.05 21.90 14.20
4 2026-08-28 29 17.84 21.18 14.49
5 2026-09-04 36 17.12 17.30 16.94
6 2026-09-18 50 16.93 19.08 14.79
7 2026-12-18 141 17.84 20.62 15.06
8 2027-01-15 169 26.84 21.97 31.71
9 2027-06-17 322 20.56 24.48 16.65
10 2028-01-21 540 13.34 26.48 0.20
11 2028-06-16 687 22.26 29.61 14.92
12 2028-12-15 869 22.29 28.46 16.11

Skew Metrics

Atm Iv Put 90 Iv Put Skew 90
0 21.17 39.26 18.09

IV / HV Spread by Expiry

Expiry Days To Expiry Atm Iv Hv Spread
0 2026-07-31 1 24.63 12.60 12.02
1 2026-08-07 8 18.71 12.60 6.11
2 2026-08-14 15 18.04 12.60 5.44
3 2026-08-21 22 18.05 12.60 5.45
4 2026-08-28 29 17.84 12.60 5.23
5 2026-09-04 36 17.12 12.60 4.52
6 2026-09-18 50 16.93 12.60 4.33
7 2026-12-18 141 17.84 12.60 5.23
8 2027-01-15 169 26.84 12.60 14.24
9 2027-06-17 322 20.56 12.60 7.96
10 2028-01-21 540 13.34 12.60 0.74
11 2028-06-16 687 22.26 12.60 9.66
12 2028-12-15 869 22.29 12.60 9.68