ALLY volatilidad 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.34.2%
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.18.3%
HV6021.1%
Diferencial IV − HV20
+15.9pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
38
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 03:33 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 34.2% | +4.5pt | ±8.2% |
| Dec 18, 2026 | 60 | 30.3% | +6.3pt | ±9.9% |
| Jan 15, 2027 | 88 | 28.9% | +4.0pt | ±11.4% |
| Mar 19, 2027 | 151 | 31.7% | +5.3pt | ±16.2% |
| May 21, 2027 | 214 | 31.7% | +5.1pt | ±20.2% |
| Jun 17, 2027 | 241 | 32.0% | — | ±20.5% |
| Aug 20, 2027 | 305 | 32.0% | +4.1pt | ±22.7% |
| Nov 19, 2027 | 396 | 34.2% | +3.4pt | ±27.2% |
| Jan 21, 2028 | 459 | 34.7% | +7.2pt | ±29.9% |
| Feb 18, 2028 | 487 | 34.3% | +3.1pt | ±29.9% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20