AAPL Volatilität Apple Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.26.9%
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.16.0%
HV6024.9%
IV − HV20-Spread
+10.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
21
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:33 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 |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 25.9% | +3.4pt | ±1.5% |
| Oct 23, 2026 | 3 | 26.5% | +3.7pt | ±2.2% |
| Oct 26, 2026 | 6 | 22.5% | +3.2pt | ±2.5% |
| Oct 28, 2026 | 8 | 23.3% | +2.7pt | ±2.9% |
| Oct 30, 2026 | 10 | 24.1% | +3.6pt | ±3.4% |
| Nov 06, 2026 | 17 | 30.0% | +4.9pt | ±5.3% |
| Nov 13, 2026 | 24 | 27.7% | +4.6pt | ±5.8% |
| Nov 20, 2026 | 31 | 26.8% | +4.7pt | ±6.3% |
| Nov 27, 2026 | 38 | 25.2% | +4.5pt | ±6.6% |
| Dec 18, 2026 | 59 | 24.7% | +4.7pt | ±8.1% |
| Jan 15, 2027 | 87 | 24.2% | +4.7pt | ±9.6% |
| Feb 19, 2027 | 122 | 25.7% | +4.5pt | ±12.0% |
| Mar 19, 2027 | 150 | 26.0% | +4.4pt | ±13.4% |
| Apr 16, 2027 | 178 | 25.8% | +4.6pt | ±14.6% |
| Jun 17, 2027 | 240 | 26.9% | +4.4pt | ±17.6% |
| Sep 17, 2027 | 332 | 26.9% | +4.4pt | ±20.7% |
Volatility Smile — Nov 20, 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