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.45.9%
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
+19.5pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
65
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 12:33 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 | 55.1% | +3.3pt | ±4.8% |
| Oct 30, 2026 | 10 | 51.6% | +4.2pt | ±7.3% |
| Nov 06, 2026 | 17 | 48.3% | -0.7pt | ±8.7% |
| Nov 13, 2026 | 24 | 48.2% | +1.0pt | ±10.2% |
| Nov 20, 2026 | 31 | 45.6% | +5.1pt | ±10.9% |
| Nov 27, 2026 | 38 | 46.5% | +1.7pt | ±12.2% |
| Dec 18, 2026 | 59 | 43.9% | +1.3pt | ±14.4% |
| Jan 15, 2027 | 87 | 45.0% | +1.2pt | ±17.9% |
| Mar 19, 2027 | 150 | 45.8% | +1.1pt | ±23.5% |
| Apr 16, 2027 | 178 | 48.4% | +0.8pt | ±26.9% |
| Jun 17, 2027 | 240 | 46.7% | +2.6pt | ±30.0% |
| Sep 17, 2027 | 332 | 47.0% | +0.6pt | ±35.2% |
| Jan 21, 2028 | 458 | 47.2% | +0.8pt | ±41.7% |
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