ALB Volatilität Albemarle Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.47.1%
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.45.5%
HV6046.3%
IV − HV20-Spread
+1.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 55.5% | +4.4pt | ±3.3% |
| Sep 11, 2026 | 9 | 45.5% | +1.7pt | ±5.8% |
| Sep 18, 2026 | 16 | 45.3% | +0.6pt | ±7.6% |
| Sep 25, 2026 | 23 | 46.5% | -1.6pt | ±9.3% |
| Oct 02, 2026 | 30 | 47.1% | -2.2pt | ±10.8% |
| Oct 09, 2026 | 37 | 48.4% | -1.7pt | ±12.3% |
| Oct 16, 2026 | 44 | 48.4% | +0.7pt | ±13.5% |
| Nov 20, 2026 | 79 | 50.6% | +0.4pt | ±18.8% |
| Dec 18, 2026 | 107 | 50.1% | +0.5pt | ±21.7% |
| Jan 15, 2027 | 135 | 49.1% | +0.8pt | ±23.8% |
| Feb 19, 2027 | 170 | 49.8% | +1.6pt | ±27.0% |
| Mar 19, 2027 | 198 | 49.8% | +1.2pt | ±29.0% |
| May 21, 2027 | 261 | 49.9% | +1.6pt | ±33.3% |
| Aug 20, 2027 | 352 | 51.1% | +0.2pt | ±39.2% |
| Nov 19, 2027 | 443 | 51.3% | +1.6pt | ±43.9% |
| Dec 17, 2027 | 471 | 50.4% | +0.0pt | ±44.3% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20