ALB volatilità 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%
Spread IV − HV20
+26.1pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
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 15:33 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 | 58.0% | +1.5pt | ±4.4% |
| Oct 30, 2026 | 10 | 52.0% | -0.4pt | ±7.0% |
| Nov 06, 2026 | 17 | 63.1% | -1.1pt | ±11.0% |
| Nov 13, 2026 | 24 | 60.8% | -0.7pt | ±12.5% |
| Nov 20, 2026 | 31 | 56.1% | -0.7pt | ±13.1% |
| Nov 27, 2026 | 38 | 56.1% | +1.5pt | ±14.5% |
| Dec 18, 2026 | 59 | 52.3% | +0.2pt | ±16.8% |
| Jan 15, 2027 | 87 | 50.4% | +0.6pt | ±19.6% |
| Feb 19, 2027 | 122 | 50.3% | -0.8pt | ±23.1% |
| Mar 19, 2027 | 150 | 51.1% | -0.3pt | ±25.8% |
| May 21, 2027 | 213 | 52.0% | +0.8pt | ±31.1% |
| Jun 17, 2027 | 240 | 51.4% | +1.5pt | ±32.6% |
| Aug 20, 2027 | 304 | 51.7% | +1.8pt | ±36.7% |
| Nov 19, 2027 | 395 | 52.1% | +1.4pt | ±41.6% |
| Dec 17, 2027 | 423 | 51.3% | +2.7pt | ±42.3% |
| Jan 21, 2028 | 458 | 52.4% | +2.5pt | ±44.7% |
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