AAPL volatilitas 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.24.7%
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.18.9%
HV6032.5%
Selisih IV − HV20
+5.8pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
26
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 14:03 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 29.4% | +0.6pt | ±1.4% |
| Sep 09, 2026 | 6 | 26.0% | +0.5pt | ±2.7% |
| Sep 11, 2026 | 8 | 27.0% | +1.1pt | ±3.3% |
| Sep 14, 2026 | 11 | 25.4% | +1.3pt | ±3.6% |
| Sep 16, 2026 | 13 | 25.5% | +1.4pt | ±3.9% |
| Sep 18, 2026 | 15 | 25.6% | +1.6pt | ±4.2% |
| Sep 25, 2026 | 22 | 25.3% | +1.9pt | ±5.0% |
| Oct 02, 2026 | 29 | 24.7% | +1.8pt | ±5.6% |
| Oct 09, 2026 | 36 | 24.7% | +1.9pt | ±6.3% |
| Oct 16, 2026 | 43 | 24.6% | +2.1pt | ±6.8% |
| Oct 23, 2026 | 50 | 25.1% | +2.3pt | ±7.5% |
| Nov 20, 2026 | 78 | 26.7% | +2.8pt | ±9.9% |
| Dec 18, 2026 | 106 | 26.2% | +2.8pt | ±11.4% |
| Jan 15, 2027 | 134 | 26.1% | +2.8pt | ±12.7% |
| Feb 19, 2027 | 169 | 26.7% | +2.9pt | ±14.6% |
| Mar 19, 2027 | 197 | 26.8% | +2.7pt | ±15.8% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20