ALB volatilite 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.58.3%
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.27.3%
HV6041.9%
IV − HV20 farkı
+31.0pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
78
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 kaydedilen gün
Cboe delayed options data · itibarıyla 21:49 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied hareket |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 54.4% | -2.1pt | ±4.0% |
| Oct 30, 2026 | 10 | 52.0% | +2.2pt | ±6.9% |
| Nov 06, 2026 | 17 | 64.5% | +2.1pt | ±11.1% |
| Nov 13, 2026 | 24 | 58.6% | -0.3pt | ±12.0% |
| Nov 20, 2026 | 31 | 58.2% | +0.2pt | ±13.6% |
| Nov 27, 2026 | 38 | 56.6% | +1.4pt | ±14.6% |
| Dec 18, 2026 | 59 | 52.0% | +1.1pt | ±16.7% |
| Jan 15, 2027 | 87 | 50.8% | +2.6pt | ±19.7% |
| Feb 19, 2027 | 122 | 50.7% | +1.0pt | ±23.2% |
| Mar 19, 2027 | 150 | 52.1% | +0.6pt | ±26.3% |
| May 21, 2027 | 213 | 51.4% | -0.6pt | ±30.8% |
| Jun 17, 2027 | 240 | 51.4% | — | ±32.5% |
| Aug 20, 2027 | 304 | 51.4% | +0.2pt | ±36.4% |
| Nov 19, 2027 | 395 | 51.6% | +0.3pt | ±41.2% |
| Dec 17, 2027 | 423 | 51.3% | +1.2pt | ±42.2% |
| Jan 21, 2028 | 458 | 51.5% | +1.5pt | ±43.9% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20