AI volatilitas 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.55.2%
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%
Selisih IV − HV20
+12.0pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 21:51 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 59.4% | +1.2pt | ±5.2% |
| Oct 30, 2026 | 11 | 56.4% | -9.8pt | ±8.0% |
| Nov 06, 2026 | 18 | 54.9% | +4.0pt | ±9.9% |
| Nov 13, 2026 | 25 | 58.9% | -6.6pt | ±12.5% |
| Nov 20, 2026 | 32 | 53.9% | -5.1pt | ±12.9% |
| Nov 27, 2026 | 39 | 50.8% | -1.1pt | ±13.4% |
| Dec 18, 2026 | 60 | 66.7% | -0.8pt | ±24.0% |
| Jan 15, 2027 | 88 | 61.6% | -3.3pt | ±26.5% |
| Mar 19, 2027 | 151 | 63.6% | -0.7pt | ±34.7% |
| Apr 16, 2027 | 179 | 61.6% | -4.7pt | ±36.5% |
| Dec 17, 2027 | 424 | 65.6% | -2.7pt | ±57.6% |
| Jan 21, 2028 | 459 | 66.2% | -2.6pt | ±60.2% |
Volatility smile — Nov 20, 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