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.57.6%
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
+27.1pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
77
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 18:33 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 | 57.4% | -1.4pt | ±4.2% |
| Oct 30, 2026 | 10 | 53.0% | -0.1pt | ±7.1% |
| Nov 06, 2026 | 17 | 63.1% | -1.7pt | ±10.9% |
| Nov 13, 2026 | 24 | 58.6% | +0.7pt | ±12.0% |
| Nov 20, 2026 | 31 | 57.5% | +0.3pt | ±13.4% |
| Nov 27, 2026 | 38 | 56.3% | +5.8pt | ±14.5% |
| Dec 18, 2026 | 59 | 53.0% | +0.8pt | ±16.9% |
| Jan 15, 2027 | 87 | 51.1% | +0.8pt | ±19.8% |
| Feb 19, 2027 | 122 | 50.8% | -1.4pt | ±23.2% |
| Mar 19, 2027 | 150 | 52.2% | +0.9pt | ±26.3% |
| May 21, 2027 | 213 | 50.9% | +2.6pt | ±30.4% |
| Jun 17, 2027 | 240 | 51.1% | — | ±32.2% |
| Aug 20, 2027 | 304 | 51.6% | +1.5pt | ±36.3% |
| Nov 19, 2027 | 395 | 51.4% | +1.8pt | ±40.8% |
| Dec 17, 2027 | 423 | 51.1% | +1.6pt | ±41.8% |
| Jan 21, 2028 | 458 | 51.9% | +1.8pt | ±44.0% |
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