AAPL volatilidade 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.28.7%
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.16.3%
HV6025.8%
Spread IV − HV20
+12.4pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
24
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 dias registrados
Cboe delayed options data · em 13:03 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 59.5% | +16.9pt | ±1.4% |
| Oct 21, 2026 | 2 | 32.4% | +5.2pt | ±2.1% |
| Oct 23, 2026 | 4 | 30.0% | +4.3pt | ±2.6% |
| Oct 26, 2026 | 7 | 26.1% | +2.7pt | ±3.0% |
| Oct 28, 2026 | 9 | 26.1% | +3.5pt | ±3.3% |
| Oct 30, 2026 | 11 | 26.9% | +2.8pt | ±3.8% |
| Nov 06, 2026 | 18 | 32.1% | +5.5pt | ±5.8% |
| Nov 13, 2026 | 25 | 30.0% | +5.9pt | ±6.3% |
| Nov 20, 2026 | 32 | 28.2% | +4.7pt | ±6.7% |
| Nov 27, 2026 | 39 | 27.4% | +5.2pt | ±7.2% |
| Dec 18, 2026 | 60 | 26.1% | +3.0pt | ±8.5% |
| Jan 15, 2027 | 88 | 25.3% | +4.5pt | ±10.0% |
| Feb 19, 2027 | 123 | 26.2% | +4.5pt | ±12.2% |
| Mar 19, 2027 | 151 | 26.4% | +4.5pt | ±13.7% |
| Apr 16, 2027 | 179 | 26.4% | +4.2pt | ±14.9% |
| Jun 17, 2027 | 241 | 27.2% | +4.2pt | ±17.8% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20