AAPL volatilità 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.27.0%
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%
Spread IV − HV20
+11.0pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
21
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.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 21:50 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 14.4% | — | ±0.1% |
| Oct 21, 2026 | 2 | 26.0% | +3.1pt | ±1.5% |
| Oct 23, 2026 | 4 | 26.5% | +3.5pt | ±2.2% |
| Oct 26, 2026 | 7 | 22.5% | +3.0pt | ±2.5% |
| Oct 28, 2026 | 9 | 23.3% | +2.5pt | ±2.9% |
| Oct 30, 2026 | 11 | 24.1% | +3.4pt | ±3.4% |
| Nov 06, 2026 | 18 | 30.0% | +4.7pt | ±5.3% |
| Nov 13, 2026 | 25 | 27.7% | +4.4pt | ±5.8% |
| Nov 20, 2026 | 32 | 26.8% | +4.5pt | ±6.4% |
| Nov 27, 2026 | 39 | 25.2% | +4.5pt | ±6.6% |
| Dec 18, 2026 | 60 | 24.7% | +4.6pt | ±8.1% |
| Jan 15, 2027 | 88 | 24.2% | +4.6pt | ±9.6% |
| Feb 19, 2027 | 123 | 25.7% | +4.4pt | ±12.0% |
| Mar 19, 2027 | 151 | 26.0% | +4.3pt | ±13.4% |
| Apr 16, 2027 | 179 | 25.8% | +4.5pt | ±14.6% |
| Jun 17, 2027 | 241 | 26.9% | +4.4pt | ±17.6% |
Volatility smile — Nov 20, 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