AAPL волатильность 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.27.2%
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%
Спред IV − HV20
+10.9pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
20
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 записано дней
Cboe delayed options data · по состоянию на 09:33 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 19, 2026 | 0 | 19.8% | +2.5pt | ±1.5% |
| Oct 21, 2026 | 2 | 23.8% | +3.1pt | ±2.2% |
| Oct 23, 2026 | 4 | 25.3% | +3.4pt | ±2.8% |
| Oct 26, 2026 | 7 | 22.9% | +2.7pt | ±2.9% |
| Oct 28, 2026 | 9 | 23.9% | +3.2pt | ±3.5% |
| Oct 30, 2026 | 11 | 24.8% | +4.0pt | ±3.9% |
| Nov 06, 2026 | 18 | 29.6% | +5.2pt | ±5.7% |
| Nov 13, 2026 | 25 | 28.1% | +5.3pt | ±6.2% |
| Nov 20, 2026 | 32 | 26.9% | +4.5pt | ±6.7% |
| Nov 27, 2026 | 39 | 26.0% | +4.9pt | ±7.1% |
| Dec 18, 2026 | 60 | 25.6% | +5.4pt | ±8.6% |
| Jan 15, 2027 | 88 | 24.7% | +4.0pt | ±9.9% |
| Feb 19, 2027 | 123 | 26.2% | +5.5pt | ±12.4% |
| Mar 19, 2027 | 151 | 26.7% | +4.1pt | ±14.0% |
| Apr 16, 2027 | 179 | 26.4% | +4.5pt | ±15.0% |
| Jun 17, 2027 | 241 | 27.4% | +4.4pt | ±18.0% |
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