ABBV ボラティリティ AbbVie Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.24.9%
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.20.8%
HV6028.5%
IV − HV20スプレッド
+4.1pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
28
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 日分記録済み
Cboe delayed options data · 基準日時: 06:33 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 30.6% | -6.1pt | ±1.5% |
| Sep 11, 2026 | 7 | 22.0% | -0.7pt | ±2.7% |
| Sep 18, 2026 | 14 | 21.7% | -0.6pt | ±3.6% |
| Sep 25, 2026 | 21 | 24.2% | +0.4pt | ±4.7% |
| Oct 02, 2026 | 28 | 24.9% | +2.2pt | ±5.6% |
| Oct 09, 2026 | 35 | 25.0% | -0.6pt | ±6.3% |
| Oct 16, 2026 | 42 | 25.9% | +1.3pt | ±7.3% |
| Oct 23, 2026 | 49 | 25.2% | +1.1pt | ±7.5% |
| Nov 20, 2026 | 77 | 28.4% | +3.1pt | ±10.4% |
| Dec 18, 2026 | 105 | 28.0% | +1.8pt | ±12.0% |
| Jan 15, 2027 | 133 | 28.0% | +2.0pt | ±13.5% |
| Feb 19, 2027 | 168 | 29.1% | +3.3pt | ±15.6% |
| Mar 19, 2027 | 196 | 29.1% | +3.2pt | ±16.8% |
| Jun 17, 2027 | 286 | 29.2% | +3.3pt | ±20.2% |
| Sep 17, 2027 | 378 | 29.2% | +2.6pt | ±23.0% |
| Jan 21, 2028 | 504 | 29.2% | +2.9pt | ±26.2% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側(左側が高い)への傾きがスキューです:下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20