ALLY volatilidade 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%
Spread IV − HV20
+15.9pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
37
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 12:33 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 34.2% | +4.5pt | ±8.2% |
| Dec 18, 2026 | 59 | 30.3% | +6.3pt | ±9.9% |
| Jan 15, 2027 | 87 | 28.9% | +4.0pt | ±11.4% |
| Mar 19, 2027 | 150 | 31.7% | +5.3pt | ±16.2% |
| May 21, 2027 | 213 | 31.7% | +5.1pt | ±20.2% |
| Jun 17, 2027 | 240 | 32.0% | — | ±20.5% |
| Aug 20, 2027 | 304 | 32.0% | +4.1pt | ±22.7% |
| Nov 19, 2027 | 395 | 34.2% | +3.4pt | ±27.2% |
| Jan 21, 2028 | 458 | 34.7% | +7.2pt | ±29.9% |
| Feb 18, 2028 | 486 | 34.3% | +3.1pt | ±29.9% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20