🦞 SGOV Options Analysis

Snapshot: 2026-07-27 14:02:00 · Generated: 2026-07-29 21:35 · 140 calls, 117 puts, 11 expiries
$100.64
Underlying
0.0%
52-Week Drawdown
0.2%
HV (21d)
2.4%
ATM IV
+2.2pp
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 2026-08-21 22 2.39 1.61 3.17
1 2026-09-18 50 1.84 1.12 2.55
2 2026-10-16 78 1.91 0.90 2.92
3 2026-11-20 113 1.60 0.76 2.44
4 2026-12-18 141 1.40 0.20 2.60
5 2027-01-15 169 1.52 0.85 2.20
6 2027-03-19 232 2.45 0.90 3.99
7 2027-06-17 322 1.04 1.05 1.04
8 2028-01-21 540 1.51 1.02 2.00
9 2028-06-16 687 1.20 1.18 1.21
10 2028-12-15 869 1.35 1.54 1.16

Skew Metrics

Atm Iv Put 90 Iv Put Skew 90
0 5.71 22.17 16.45

IV / HV Spread by Expiry

Expiry Days To Expiry Atm Iv Hv Spread
0 2026-08-21 22 2.39 0.19 2.21
1 2026-09-18 50 1.84 0.19 1.65
2 2026-10-16 78 1.91 0.19 1.72
3 2026-11-20 113 1.60 0.19 1.41
4 2026-12-18 141 1.40 0.19 1.21
5 2027-01-15 169 1.52 0.19 1.34
6 2027-03-19 232 2.45 0.19 2.26
7 2027-06-17 322 1.04 0.19 0.86
8 2028-01-21 540 1.51 0.19 1.32
9 2028-06-16 687 1.20 0.19 1.01
10 2028-12-15 869 1.35 0.19 1.16