AEP Volatilität American Electric Power Company, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.17.8%
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.18.5%
HV6019.4%
IV − HV20-Spread
-0.7pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
9
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 18, 2026 | 14 | 16.7% | +0.5pt | ±2.7% |
| Oct 16, 2026 | 42 | 18.1% | +0.9pt | ±5.0% |
| Nov 20, 2026 | 77 | 20.1% | +2.0pt | ±7.6% |
| Dec 18, 2026 | 105 | 19.4% | +1.9pt | ±8.4% |
| Jan 15, 2027 | 133 | 20.2% | +3.3pt | ±9.8% |
| Feb 19, 2027 | 168 | 19.1% | +2.3pt | ±10.5% |
| Mar 19, 2027 | 196 | 20.4% | +2.5pt | ±11.9% |
| Jun 17, 2027 | 286 | 21.1% | +2.6pt | ±14.7% |
| Sep 17, 2027 | 378 | 21.7% | +2.2pt | ±17.2% |
| Jan 21, 2028 | 504 | 22.6% | +2.6pt | ±20.5% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20