ALB volatilité 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.56.6%
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.30.5%
HV6041.9%
Écart IV − HV20
+26.1pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
78
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 09:33 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 | 3 | 54.1% | -0.6pt | ±4.6% |
| Oct 30, 2026 | 10 | 53.5% | +2.9pt | ±7.4% |
| Nov 06, 2026 | 17 | 60.5% | -0.4pt | ±10.8% |
| Nov 13, 2026 | 24 | 59.4% | -1.4pt | ±12.4% |
| Nov 20, 2026 | 31 | 56.3% | +1.1pt | ±13.3% |
| Nov 27, 2026 | 38 | 54.5% | -1.6pt | ±14.2% |
| Dec 18, 2026 | 59 | 53.7% | +1.6pt | ±17.4% |
| Jan 15, 2027 | 87 | 50.9% | +1.5pt | ±19.9% |
| Feb 19, 2027 | 122 | 51.6% | +1.5pt | ±23.8% |
| Mar 19, 2027 | 150 | 51.7% | +0.2pt | ±26.3% |
| May 21, 2027 | 213 | 51.1% | +1.1pt | ±30.9% |
| Jun 17, 2027 | 240 | 51.6% | — | ±32.9% |
| Aug 20, 2027 | 304 | 50.9% | +2.4pt | ±36.3% |
| Nov 19, 2027 | 395 | 50.5% | -0.4pt | ±40.8% |
| Dec 17, 2027 | 423 | 52.5% | +0.6pt | ±43.5% |
| Jan 21, 2028 | 458 | 50.7% | +0.8pt | ±43.7% |
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