ALLY волатильность 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.29.5%
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.17.6%
HV6020.8%
Спред IV − HV20
+11.9pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
25
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 записано дней
Cboe delayed options data · по состоянию на 00:33 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 29.5% | +4.7pt | ±6.9% |
| Dec 18, 2026 | 59 | 28.7% | +4.9pt | ±9.2% |
| Jan 15, 2027 | 87 | 26.6% | +5.0pt | ±10.4% |
| Mar 19, 2027 | 150 | 30.1% | +4.9pt | ±15.3% |
| May 21, 2027 | 213 | 30.7% | +5.0pt | ±19.4% |
| Jun 17, 2027 | 240 | 31.3% | +4.6pt | ±19.9% |
| Aug 20, 2027 | 304 | 32.0% | +3.4pt | ±22.6% |
| Nov 19, 2027 | 395 | 34.4% | +2.9pt | ±27.1% |
| Jan 21, 2028 | 458 | 32.9% | +4.8pt | ±28.2% |
| Feb 18, 2028 | 486 | 34.8% | +3.7pt | ±30.0% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20