ALLY volatility Ally Financial Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.25.9%
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.19.0%
HV6025.3%
IV − HV20 spread
+6.9pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
30
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 days recorded
Cboe delayed options data · as of 00:33 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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 | 16 | 25.9% | +2.4pt | ±4.4% |
| Oct 16, 2026 | 44 | 25.9% | +2.7pt | ±7.2% |
| Nov 20, 2026 | 79 | 29.0% | +2.8pt | ±10.9% |
| Dec 18, 2026 | 107 | 28.5% | +3.5pt | ±12.3% |
| Jan 15, 2027 | 135 | 27.7% | +4.4pt | ±13.5% |
| Mar 19, 2027 | 198 | 32.1% | +3.8pt | ±18.7% |
| Jan 21, 2028 | 506 | 36.6% | +1.1pt | ±32.6% |
Volatility smile — Sep 18, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20