AMAT volatilidade 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.48.0%
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
+4.1pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
78
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.
3/60 dias registrados
Cboe delayed options data · em 06:33 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 50.4% | +1.2pt | ±3.0% |
| Sep 11, 2026 | 8 | 45.0% | +1.0pt | ±5.7% |
| Sep 18, 2026 | 15 | 47.0% | +1.9pt | ±7.9% |
| Sep 25, 2026 | 22 | 46.4% | -0.5pt | ±9.3% |
| Oct 02, 2026 | 29 | 47.9% | +1.1pt | ±11.0% |
| Oct 09, 2026 | 36 | 48.4% | -0.2pt | ±12.3% |
| Oct 16, 2026 | 43 | 49.8% | +0.5pt | ±13.8% |
| Nov 20, 2026 | 78 | 54.1% | -0.4pt | ±20.0% |
| Dec 18, 2026 | 106 | 52.4% | +0.6pt | ±22.6% |
| Jan 15, 2027 | 134 | 52.8% | +0.1pt | ±25.4% |
| Feb 19, 2027 | 169 | 53.5% | -0.4pt | ±28.9% |
| Mar 19, 2027 | 197 | 53.6% | -0.1pt | ±31.2% |
| Apr 16, 2027 | 225 | 53.0% | -0.6pt | ±32.9% |
| Jun 17, 2027 | 287 | 53.7% | -1.6pt | ±37.5% |
| Sep 17, 2027 | 379 | 54.6% | — | ±43.5% |
| Dec 17, 2027 | 470 | 55.3% | -1.8pt | ±48.6% |
Sorriso de volatilidade — Sep 18, 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