ALB 변동성 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.47.4%
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 스프레드
+1.8pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
77
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 일 기록됨
Cboe delayed options data · 기준일 06:33 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 55.5% | +4.4pt | ±3.3% |
| Sep 11, 2026 | 8 | 45.5% | +1.7pt | ±5.8% |
| Sep 18, 2026 | 15 | 45.3% | +0.6pt | ±7.6% |
| Sep 25, 2026 | 22 | 46.5% | -1.6pt | ±9.3% |
| Oct 02, 2026 | 29 | 47.1% | -2.2pt | ±10.8% |
| Oct 09, 2026 | 36 | 48.4% | -1.7pt | ±12.3% |
| Oct 16, 2026 | 43 | 48.4% | +0.7pt | ±13.5% |
| Nov 20, 2026 | 78 | 50.6% | +0.4pt | ±18.8% |
| Dec 18, 2026 | 106 | 50.1% | +0.5pt | ±21.7% |
| Jan 15, 2027 | 134 | 49.1% | +0.8pt | ±23.8% |
| Feb 19, 2027 | 169 | 49.8% | +1.6pt | ±27.0% |
| Mar 19, 2027 | 197 | 49.8% | +1.2pt | ±29.0% |
| May 21, 2027 | 260 | 49.9% | +1.6pt | ±33.3% |
| Aug 20, 2027 | 351 | 51.1% | +0.2pt | ±39.2% |
| Nov 19, 2027 | 442 | 51.3% | +1.6pt | ±43.9% |
| Dec 17, 2027 | 470 | 50.4% | +0.0pt | ±44.3% |
변동성 스마일 — Sep 18, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20