AMAT volatilità Applied Materials, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.47.9%
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.43.9%
HV6081.3%
Spread IV − HV20
+4.0pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
77
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 04, 2026 | 2 | 50.4% | +1.2pt | ±3.0% |
| Sep 11, 2026 | 9 | 45.0% | +1.0pt | ±5.7% |
| Sep 18, 2026 | 16 | 47.0% | +1.9pt | ±7.9% |
| Sep 25, 2026 | 23 | 46.4% | -0.5pt | ±9.3% |
| Oct 02, 2026 | 30 | 47.9% | +1.1pt | ±11.0% |
| Oct 09, 2026 | 37 | 48.4% | -0.2pt | ±12.3% |
| Oct 16, 2026 | 44 | 49.8% | +0.5pt | ±13.8% |
| Nov 20, 2026 | 79 | 54.1% | -0.4pt | ±20.0% |
| Dec 18, 2026 | 107 | 52.4% | +0.6pt | ±22.6% |
| Jan 15, 2027 | 135 | 52.8% | +0.1pt | ±25.4% |
| Feb 19, 2027 | 170 | 53.5% | -0.4pt | ±28.9% |
| Mar 19, 2027 | 198 | 53.6% | -0.1pt | ±31.2% |
| Apr 16, 2027 | 226 | 53.0% | -0.6pt | ±32.9% |
| Jun 17, 2027 | 288 | 53.7% | -1.6pt | ±37.5% |
| Sep 17, 2027 | 380 | 54.6% | — | ±43.5% |
| Dec 17, 2027 | 471 | 55.3% | -1.8pt | ±48.6% |
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