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IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.51.7%
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.42.1%
HV6049.7%
IV − HV20 스프레드
+9.5pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 일 기록됨
Cboe delayed options data · 기준일 00:33 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 46.3% | -1.7pt | ±2.7% |
| Sep 11, 2026 | 9 | 66.4% | -0.3pt | ±8.2% |
| Sep 18, 2026 | 16 | 58.4% | -3.1pt | ±9.6% |
| Sep 25, 2026 | 23 | 54.2% | -3.3pt | ±10.8% |
| Oct 02, 2026 | 30 | 51.7% | +0.0pt | ±11.8% |
| Oct 09, 2026 | 37 | 49.9% | +0.2pt | ±12.6% |
| Oct 16, 2026 | 44 | 48.6% | -1.0pt | ±13.4% |
| Nov 20, 2026 | 79 | 45.7% | -0.3pt | ±16.9% |
| Dec 18, 2026 | 107 | 46.5% | +0.2pt | ±20.0% |
| Jan 15, 2027 | 135 | 45.8% | -0.7pt | ±22.1% |
| Feb 19, 2027 | 170 | 43.7% | +0.5pt | ±23.7% |
| Mar 19, 2027 | 198 | 45.7% | +0.3pt | ±26.7% |
| Apr 16, 2027 | 226 | 44.8% | +0.9pt | ±27.9% |
| Jun 17, 2027 | 288 | 45.0% | +1.8pt | ±31.6% |
| Sep 17, 2027 | 380 | 46.1% | — | ±37.0% |
| Dec 17, 2027 | 471 | 45.1% | +2.1pt | ±40.3% |
변동성 스마일 — Sep 18, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20