AAL volatilità American Airlines Group Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.39.6%
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.33.0%
HV6051.1%
Spread IV − HV20
+6.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
65
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 giorni registrati
Cboe delayed options data · aggiornato al 06:33 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 39.0% | -9.7pt | ±1.7% |
| Sep 11, 2026 | 7 | 35.7% | -2.4pt | ±4.2% |
| Sep 18, 2026 | 14 | 43.4% | -1.7pt | ±7.1% |
| Sep 25, 2026 | 21 | 40.8% | +1.4pt | ±8.0% |
| Oct 02, 2026 | 28 | 40.8% | -0.5pt | ±9.2% |
| Oct 09, 2026 | 35 | 36.9% | -0.5pt | ±9.3% |
| Oct 16, 2026 | 42 | 43.8% | +0.6pt | ±12.0% |
| Oct 23, 2026 | 49 | 46.1% | +34.1pt | ±13.6% |
| Nov 20, 2026 | 77 | 46.0% | +0.7pt | ±16.9% |
| Dec 18, 2026 | 105 | 45.6% | +0.9pt | ±19.6% |
| Jan 15, 2027 | 133 | 46.9% | +1.6pt | ±22.6% |
| Feb 19, 2027 | 168 | 45.9% | +1.5pt | ±24.8% |
| Mar 19, 2027 | 196 | 45.6% | -1.7pt | ±26.6% |
| Jun 17, 2027 | 286 | 47.1% | +1.9pt | ±36.9% |
| Sep 17, 2027 | 378 | 48.4% | +4.9pt | ±42.7% |
| Dec 17, 2027 | 469 | 46.4% | +1.4pt | ±41.4% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20