AI ボラティリティ 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.79.5%
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.48.6%
HV6049.0%
IV − HV20スプレッド
+30.9pt
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).
98
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.
3/60 日分記録済み
Cboe delayed options data · 基準日時： 12:33 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 04, 2026 | 1 | 228.5% | -22.6pt | ±13.6% |
| Sep 11, 2026 | 8 | 118.8% | -1.4pt | ±15.0% |
| Sep 18, 2026 | 15 | 98.0% | -3.6pt | ±16.5% |
| Sep 25, 2026 | 22 | 83.7% | -5.8pt | ±16.8% |
| Oct 02, 2026 | 29 | 80.8% | +9.9pt | ±18.6% |
| Oct 09, 2026 | 36 | 72.7% | +9.4pt | ±18.6% |
| Oct 16, 2026 | 43 | 73.7% | -3.4pt | ±20.5% |
| Oct 23, 2026 | 50 | — | — | — |
| Dec 18, 2026 | 106 | 76.0% | -0.4pt | ±32.3% |
| Jan 15, 2027 | 134 | 75.8% | -7.6pt | ±36.0% |
| Mar 19, 2027 | 197 | 74.6% | -1.2pt | ±42.6% |
| Apr 16, 2027 | 225 | 73.8% | -9.2pt | ±44.9% |
| Dec 17, 2027 | 470 | 75.3% | -5.2pt | ±64.4% |
| Jan 21, 2028 | 505 | 73.3% | -7.6pt | ±65.2% |
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