ALLY volatilità 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%
Spread IV − HV20
+6.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
30
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 03:33 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | 26.3% | +6.0pt | ±4.5% |
| Oct 16, 2026 | 44 | 25.7% | +1.5pt | ±7.2% |
| Nov 20, 2026 | 79 | 28.9% | +5.3pt | ±10.8% |
| Dec 18, 2026 | 107 | 30.1% | +5.1pt | ±13.1% |
| Jan 15, 2027 | 135 | 28.6% | +6.1pt | ±13.9% |
| Mar 19, 2027 | 198 | 30.7% | +3.9pt | ±17.9% |
| Jan 21, 2028 | 506 | 36.2% | +3.5pt | ±32.3% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20