AI volatilidad C3.ai, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.57.7%
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.43.2%
HV6047.4%
Diferencial IV − HV20
+14.6pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
77
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.
29/60 días registrados
Cboe delayed options data · a fecha de 18:33 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 62.7% | +2.1pt | ±4.8% |
| Oct 30, 2026 | 10 | 60.2% | +2.5pt | ±8.1% |
| Nov 06, 2026 | 17 | 58.9% | +0.7pt | ±10.3% |
| Nov 13, 2026 | 24 | 58.0% | +0.8pt | ±12.0% |
| Nov 20, 2026 | 31 | 57.7% | +0.9pt | ±13.5% |
| Nov 27, 2026 | 38 | 56.1% | +0.1pt | ±14.5% |
| Dec 18, 2026 | 59 | 67.5% | +1.9pt | ±23.7% |
| Jan 15, 2027 | 87 | 63.9% | +2.8pt | ±26.8% |
| Mar 19, 2027 | 150 | 65.8% | +1.0pt | ±35.4% |
| Apr 16, 2027 | 178 | 64.4% | +1.3pt | ±37.6% |
| Dec 17, 2027 | 423 | 66.6% | -0.8pt | ±57.8% |
| Jan 21, 2028 | 458 | 66.8% | -0.9pt | ±60.2% |
Sonrisa de volatilidad — Nov 20, 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