AEP ボラティリティ 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.18.5%
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スプレッド
+0.0pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
10
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 日分記録済み
Cboe delayed options data · 基準日時: 21:48 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 17.9% | +1.1pt | ±2.9% |
| Oct 16, 2026 | 43 | 18.7% | +0.7pt | ±5.2% |
| Nov 20, 2026 | 78 | 19.8% | +0.7pt | ±7.5% |
| Dec 18, 2026 | 106 | 19.5% | +1.5pt | ±8.4% |
| Jan 15, 2027 | 134 | 19.6% | +1.9pt | ±9.6% |
| Feb 19, 2027 | 169 | 20.5% | +2.0pt | ±11.2% |
| Mar 19, 2027 | 197 | 20.1% | +2.3pt | ±11.8% |
| Jun 17, 2027 | 287 | 21.1% | +2.4pt | ±14.7% |
| Sep 17, 2027 | 379 | 21.7% | +2.4pt | ±17.2% |
| Jan 21, 2028 | 505 | 21.9% | +2.9pt | ±19.9% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側(左側が高い)への傾きがスキューです:下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20