ADBE volatilidad Adobe Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.50.7%
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%
Diferencial IV − HV20
+8.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
80
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 12:33 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 45.9% | -1.7pt | ±2.8% |
| Sep 11, 2026 | 8 | 66.2% | -0.3pt | ±8.3% |
| Sep 18, 2026 | 15 | 57.9% | -3.1pt | ±9.6% |
| Sep 25, 2026 | 22 | 53.4% | -3.3pt | ±10.8% |
| Oct 02, 2026 | 29 | 51.0% | +0.0pt | ±11.7% |
| Oct 09, 2026 | 36 | 49.2% | +0.2pt | ±12.5% |
| Oct 16, 2026 | 43 | 49.9% | -1.0pt | ±13.8% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 46.2% | -0.3pt | ±17.1% |
| Dec 18, 2026 | 106 | 46.5% | +0.2pt | ±19.8% |
| Jan 15, 2027 | 134 | 45.7% | -0.7pt | ±22.1% |
| Feb 19, 2027 | 169 | 43.7% | +0.5pt | ±23.5% |
| Mar 19, 2027 | 197 | 45.7% | +0.3pt | ±26.5% |
| Apr 16, 2027 | 225 | 45.9% | +0.9pt | ±28.4% |
| Jun 17, 2027 | 287 | 45.0% | +1.8pt | ±31.4% |
| Sep 17, 2027 | 379 | 46.1% | — | ±36.8% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20