ALB volatilidade 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.45.3%
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.45.2%
HV6046.8%
Spread IV − HV20
+0.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
75
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 dias registrados
Cboe delayed options data · em 06:33 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 56.2% | +12.4pt | ±2.4% |
| Sep 11, 2026 | 7 | 39.4% | -10.5pt | ±4.7% |
| Sep 18, 2026 | 14 | 45.0% | +1.3pt | ±7.3% |
| Sep 25, 2026 | 21 | 46.8% | -3.3pt | ±9.1% |
| Oct 02, 2026 | 28 | 44.7% | -2.8pt | ±10.0% |
| Oct 09, 2026 | 35 | 46.6% | +0.2pt | ±11.6% |
| Oct 16, 2026 | 42 | 46.9% | -1.7pt | ±12.8% |
| Oct 23, 2026 | 49 | 48.3% | — | ±14.2% |
| Nov 20, 2026 | 77 | 50.2% | +0.0pt | ±18.3% |
| Dec 18, 2026 | 105 | 50.0% | -0.1pt | ±21.2% |
| Jan 15, 2027 | 133 | 50.7% | +0.1pt | ±24.1% |
| Feb 19, 2027 | 168 | 50.1% | -2.4pt | ±26.7% |
| Mar 19, 2027 | 196 | 50.8% | +0.6pt | ±29.1% |
| May 21, 2027 | 259 | 50.4% | -1.8pt | ±33.1% |
| Aug 20, 2027 | 350 | 51.0% | -1.0pt | ±38.6% |
| Nov 19, 2027 | 441 | 51.2% | +0.1pt | ±43.2% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20