ABBV волатильность 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.23.7%
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.21.0%
HV6028.5%
Спред IV − HV20
+2.7pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
22
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 30.5% | +12.0pt | ±1.8% |
| Sep 11, 2026 | 8 | 22.0% | +4.6pt | ±2.8% |
| Sep 18, 2026 | 15 | 23.6% | +3.2pt | ±4.0% |
| Sep 25, 2026 | 22 | 22.6% | +4.2pt | ±4.6% |
| Oct 02, 2026 | 29 | 23.6% | +4.0pt | ±5.5% |
| Oct 09, 2026 | 36 | 24.2% | +2.8pt | ±6.2% |
| Oct 16, 2026 | 43 | 24.5% | +2.8pt | ±7.0% |
| Nov 20, 2026 | 78 | 28.0% | +2.7pt | ±10.4% |
| Dec 18, 2026 | 106 | 27.1% | +2.4pt | ±11.7% |
| Jan 15, 2027 | 134 | 27.2% | +3.8pt | ±13.3% |
| Feb 19, 2027 | 169 | 28.7% | +4.2pt | ±15.5% |
| Mar 19, 2027 | 197 | 28.7% | +4.0pt | ±16.7% |
| Jun 17, 2027 | 287 | 28.8% | +3.8pt | ±20.1% |
| Sep 17, 2027 | 379 | 28.9% | +2.5pt | ±22.9% |
| Jan 21, 2028 | 505 | 29.2% | +3.5pt | ±26.3% |
Улыбка волатильности — Sep 18, 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