AA Volatilität Alcoa Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.48.3%
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.51.9%
HV6054.9%
IV − HV20-Spread
-3.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
78
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 62.6% | -2.6pt | ±2.9% |
| Sep 11, 2026 | 8 | 46.7% | -1.1pt | ±5.6% |
| Sep 18, 2026 | 15 | 48.2% | -0.8pt | ±7.9% |
| Sep 25, 2026 | 22 | 48.5% | -0.1pt | ±9.6% |
| Oct 02, 2026 | 29 | 48.0% | -0.2pt | ±10.8% |
| Oct 09, 2026 | 36 | 49.6% | -2.6pt | ±12.5% |
| Oct 16, 2026 | 43 | 50.2% | +0.0pt | ±13.8% |
| Oct 23, 2026 | 50 | 52.4% | -3.4pt | ±15.5% |
| Dec 18, 2026 | 106 | 52.8% | +1.1pt | ±22.5% |
| Jan 15, 2027 | 134 | 52.3% | +0.1pt | ±25.0% |
| Mar 19, 2027 | 197 | 53.6% | -0.0pt | ±30.9% |
| Apr 16, 2027 | 225 | 53.6% | — | ±33.0% |
| Jun 17, 2027 | 287 | 54.0% | +0.2pt | ±37.3% |
| Sep 17, 2027 | 379 | 53.5% | — | ±42.3% |
| Jan 21, 2028 | 505 | 54.4% | +0.5pt | ±49.2% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20