AI volatilità 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.62.8%
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.43.2%
HV6047.4%
Spread IV − HV20
+19.7pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
84
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 09:33 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 63.3% | +1.2pt | ±5.6% |
| Oct 30, 2026 | 10 | 54.0% | -10.0pt | ±7.8% |
| Nov 06, 2026 | 17 | 61.0% | +3.7pt | ±11.0% |
| Nov 13, 2026 | 24 | 54.4% | -6.1pt | ±11.5% |
| Nov 20, 2026 | 31 | 63.8% | -3.9pt | ±15.2% |
| Nov 27, 2026 | 38 | 52.2% | -0.5pt | ±13.8% |
| Dec 18, 2026 | 59 | 65.8% | -0.8pt | ±22.4% |
| Jan 15, 2027 | 87 | 65.3% | -3.5pt | ±26.1% |
| Mar 19, 2027 | 150 | 67.0% | -0.6pt | ±33.9% |
| Apr 16, 2027 | 178 | 64.2% | -4.5pt | ±35.2% |
| Dec 17, 2027 | 423 | 68.6% | -2.6pt | ±55.2% |
| Jan 21, 2028 | 458 | 63.9% | -2.6pt | ±53.7% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20