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Constant 30-day implied volatility, realized volatility, percentiles, skew.

IV30 is at-the-money implied volatility interpolated to a constant 30-calendar-day horizon, so stocks with different expiration calendars can be compared on one scale.

Interpolation

For each expiration we compute ATM IV (mean of the ATM call and put IVs from Cboe's delayed feed). We then interpolate total variance — σ²·t, the standard approach — linearly between the two expirations bracketing 30 days, and convert back:

IV30 = √( var₃₀ ÷ (30∕365) )

Expirations under 5 days are excluded from the interpolation (0-DTE noise). If no expiration lies beyond 30 days, the nearest available is scaled flat and the figure still carries the same label — coverage of long-dated chains varies by symbol.

Realized volatility (HV20, HV60)

Annualized standard deviation of daily log returns over the last 20 or 60 trading days, from our own stored closing prices: σ = stdev(returns) × √252. Implied-versus-realized spreads on the site are IV30 − HV20, in volatility points.

Percentiles

Universe percentile compares a stock's IV30 with every covered security today (cross-sectional). Own-history percentile compares today's IV30 with that stock's own daily record; it is shown only once at least 60 daily observations exist — this site records IV history from August 2026 onward and does not backfill vendor history.

25-delta skew

Per expiration: IV interpolated at the 25-delta put minus IV at the 25-delta call, in IV points. Positive values mean downside strikes are priced at higher volatility than upside strikes.

← Probability estimates Historical accountability database →

非必需消费品

ABNB · Airbnb, Inc.AMZN · Amazon.com, Inc.AZO · AutoZone, Inc.BABA · Alibaba Group Holding…BBY · Best Buy Co., Inc.BYD · Boyd Gaming CorporationCAVA · CAVA Group, Inc.CCL · Carnival Corporation & plc

ETF

ARKK · ARK Innovation ETFBITO · ProShares Bitcoin ETFDIA · State Street SPDR Dow…EEM · iShares MSCI Emerging…EFA · iShares MSCI EAFE ETFEWZ · iShares MSCI Brazil ETFFXI · iShares China Large-Cap ETFGDX · VanEck Gold Miners ETF

科技

AAPL · Apple Inc.ADBE · Adobe Inc.AI · C3.ai, Inc.AMAT · Applied Materials, Inc.AMD · Advanced Micro Device…APP · AppLovin CorporationARM · Arm Holdings plc Amer…ASML · ASML Holding N.V.

金融服务

AFRM · Affirm Holdings, Inc.ALL · The Allstate CorporationALLY · Ally Financial Inc.AXP · American Express CompanyBAC · Bank of America CorporationBLK · BlackRock, Inc.BX · Blackstone Inc.C · Citigroup Inc.

工业

AAL · American Airlines Gro…BA · The Boeing CompanyCAT · Caterpillar Inc.CMI · Cummins Inc.DAL · Delta Air Lines, Inc.DE · Deere & CompanyEMR · Emerson Electric Co.ETN · Eaton Corporation plc

必需消费品

CELH · Celsius Holdings, Inc.CL · Colgate-Palmolive CompanyCOST · Costco Wholesale Corp…DG · Dollar General CorporationDLTR · Dollar Tree, Inc.EL · The Estée Lauder Comp…GIS · General Mills, Inc.HSY · The Hershey Company