ALB волатильность 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.46.2%
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%
Спред IV − HV20
+0.7pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
75
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 15:33 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 51.9% | +4.4pt | ±3.1% |
| Sep 11, 2026 | 8 | 44.3% | +1.7pt | ±5.7% |
| Sep 18, 2026 | 15 | 46.0% | +0.6pt | ±7.7% |
| Sep 25, 2026 | 22 | 45.4% | -1.6pt | ±9.1% |
| Oct 02, 2026 | 29 | 45.6% | -2.2pt | ±10.4% |
| Oct 09, 2026 | 36 | 49.3% | -1.7pt | ±12.5% |
| Oct 16, 2026 | 43 | 47.8% | +0.7pt | ±13.2% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 50.2% | +0.4pt | ±18.5% |
| Dec 18, 2026 | 106 | 50.1% | +0.5pt | ±21.5% |
| Jan 15, 2027 | 134 | 49.4% | +0.8pt | ±23.7% |
| Feb 19, 2027 | 169 | 50.1% | +1.6pt | ±26.9% |
| Mar 19, 2027 | 197 | 50.3% | +1.2pt | ±29.0% |
| May 21, 2027 | 260 | 50.6% | +1.6pt | ±33.4% |
| Aug 20, 2027 | 351 | 50.8% | +0.2pt | ±38.5% |
| Nov 19, 2027 | 442 | 51.5% | +1.6pt | ±43.6% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20