AA volatilidade 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.44.6%
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.26.4%
HV6041.6%
Spread IV − HV20
+18.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 15:33 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 52.8% | -2.1pt | ±4.0% |
| Oct 30, 2026 | 10 | 50.6% | -4.1pt | ±6.8% |
| Nov 06, 2026 | 17 | 47.7% | +2.6pt | ±8.3% |
| Nov 13, 2026 | 24 | 45.4% | -2.0pt | ±9.4% |
| Nov 20, 2026 | 31 | 44.4% | -0.7pt | ±10.4% |
| Nov 27, 2026 | 38 | 45.3% | -0.4pt | ±11.7% |
| Dec 18, 2026 | 59 | 45.6% | +1.2pt | ±14.6% |
| Jan 15, 2027 | 87 | 45.4% | -1.5pt | ±17.7% |
| Mar 19, 2027 | 150 | 47.0% | +0.7pt | ±23.8% |
| Apr 16, 2027 | 178 | 46.8% | +0.5pt | ±25.7% |
| Jun 17, 2027 | 240 | 47.6% | +0.6pt | ±30.2% |
| Sep 17, 2027 | 332 | 47.1% | +0.8pt | ±35.0% |
| Jan 21, 2028 | 458 | 48.1% | -0.5pt | ±41.5% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20