AAL волатильность 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.51.5%
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.35.2%
HV6037.6%
Спред IV − HV20
+16.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
71
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 12:33 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 88.9% | +4.9pt | ±7.5% |
| Oct 30, 2026 | 10 | 61.3% | +2.0pt | ±8.6% |
| Nov 06, 2026 | 17 | 47.6% | +5.7pt | ±8.6% |
| Nov 13, 2026 | 24 | 56.5% | +9.3pt | ±11.9% |
| Nov 20, 2026 | 31 | 50.8% | +2.1pt | ±12.1% |
| Nov 27, 2026 | 38 | 46.3% | +9.6pt | ±12.1% |
| Dec 18, 2026 | 59 | 44.7% | +0.6pt | ±14.9% |
| Jan 15, 2027 | 87 | 44.7% | -0.8pt | ±17.9% |
| Feb 19, 2027 | 122 | 48.9% | -8.6pt | ±23.0% |
| Mar 19, 2027 | 150 | 47.4% | +0.9pt | ±24.7% |
| May 21, 2027 | 213 | 45.5% | +3.5pt | ±28.3% |
| Jun 17, 2027 | 240 | 45.0% | +2.8pt | ±29.6% |
| Sep 17, 2027 | 332 | 45.5% | +2.9pt | ±35.1% |
| Dec 17, 2027 | 423 | 39.5% | +5.8pt | ±36.3% |
| Jan 21, 2028 | 458 | 46.1% | -9.6pt | ±41.3% |
| Mar 17, 2028 | 514 | 38.9% | +6.2pt | ±37.3% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20