ALL volatilitas The Allstate Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.23.2%
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.29.3%
HV6029.4%
Selisih IV − HV20
-6.1pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
20
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 15:33 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 21.0% | +1.2pt | ±3.5% |
| Oct 16, 2026 | 43 | 23.8% | +0.0pt | ±6.7% |
| Dec 18, 2026 | 106 | 26.7% | +2.7pt | ±11.6% |
| Jan 15, 2027 | 134 | 26.3% | +1.9pt | ±12.8% |
| Mar 19, 2027 | 197 | 27.2% | +2.4pt | ±15.9% |
| Apr 16, 2027 | 225 | 26.7% | +3.0pt | ±16.6% |
| Jun 17, 2027 | 287 | 27.4% | +2.9pt | ±19.2% |
| Sep 17, 2027 | 379 | 27.9% | +3.4pt | ±22.4% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20