ADBE volatilitas 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.51.4%
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%
Selisih IV − HV20
+9.2pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 06:33 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 46.3% | -1.7pt | ±2.7% |
| Sep 11, 2026 | 8 | 66.4% | -0.3pt | ±8.2% |
| Sep 18, 2026 | 15 | 58.4% | -3.1pt | ±9.6% |
| Sep 25, 2026 | 22 | 54.2% | -3.3pt | ±10.8% |
| Oct 02, 2026 | 29 | 51.7% | +0.0pt | ±11.8% |
| Oct 09, 2026 | 36 | 49.9% | +0.2pt | ±12.6% |
| Oct 16, 2026 | 43 | 48.6% | -1.0pt | ±13.4% |
| Nov 20, 2026 | 78 | 45.7% | -0.3pt | ±16.9% |
| Dec 18, 2026 | 106 | 46.5% | +0.2pt | ±20.0% |
| Jan 15, 2027 | 134 | 45.8% | -0.7pt | ±22.1% |
| Feb 19, 2027 | 169 | 43.7% | +0.5pt | ±23.7% |
| Mar 19, 2027 | 197 | 45.7% | +0.3pt | ±26.7% |
| Apr 16, 2027 | 225 | 44.8% | +0.9pt | ±27.9% |
| Jun 17, 2027 | 287 | 45.0% | +1.8pt | ±31.6% |
| Sep 17, 2027 | 379 | 46.1% | — | ±37.0% |
| Dec 17, 2027 | 470 | 45.1% | +2.1pt | ±40.3% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20