AI volatilité 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.61.9%
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%
Écart IV − HV20
+18.8pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 00:33 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 63.3% | +1.2pt | ±5.6% |
| Oct 30, 2026 | 11 | 54.4% | -9.8pt | ±7.8% |
| Nov 06, 2026 | 18 | 60.9% | +4.0pt | ±11.0% |
| Nov 13, 2026 | 25 | 54.4% | -6.6pt | ±11.5% |
| Nov 20, 2026 | 32 | 64.1% | -5.1pt | ±15.2% |
| Nov 27, 2026 | 39 | 52.3% | -1.1pt | ±13.8% |
| Dec 18, 2026 | 60 | 65.8% | -0.8pt | ±22.4% |
| Jan 15, 2027 | 88 | 65.3% | -3.3pt | ±26.1% |
| Mar 19, 2027 | 151 | 67.1% | -0.7pt | ±33.9% |
| Apr 16, 2027 | 179 | 64.2% | -4.7pt | ±35.2% |
| Dec 17, 2027 | 424 | 68.5% | -2.7pt | ±55.2% |
| Jan 21, 2028 | 459 | 63.9% | -2.6pt | ±53.7% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20