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AMD 波动率 Advanced Micro Devices, Inc.

IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.59.6%
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.55.5%
HV6063.0%
IV − HV20价差 +4.1pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history). 79
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period. 28/60 已记录天数

Cboe delayed options data · 截至 13:03 UTC · 计算方法说明

IV期限结构

各上市到期日的平值隐含波动率,以剩余天数为横轴绘制。

49%69%89%110%0d32d459d
到期时间DTEATM IV25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure.隐含涨跌幅
Oct 19, 2026 0 103.4% +7.3pt ±2.5%
Oct 21, 2026 2 70.5% +5.4pt ±4.5%
Oct 23, 2026 4 65.2% +6.1pt ±5.7%
Oct 26, 2026 7 54.8% +1.3pt ±6.2%
Oct 28, 2026 9 57.0% +2.9pt ±7.3%
Oct 30, 2026 11 58.4% +4.6pt ±8.2%
Nov 02, 2026 14 53.9% +3.5pt ±8.5%
Nov 06, 2026 18 66.2% +3.8pt ±11.8%
Nov 13, 2026 25 61.7% +3.5pt ±13.0%
Nov 20, 2026 32 58.9% +3.4pt ±14.0%
Nov 27, 2026 39 56.3% +3.1pt ±14.7%
Dec 18, 2026 60 53.8% +1.9pt ±17.5%
Jan 15, 2027 88 51.8% +1.6pt ±20.3%
Feb 19, 2027 123 52.8% +1.2pt ±24.4%
Mar 19, 2027 151 52.5% +0.9pt ±26.8%
Apr 16, 2027 179 52.1% +0.8pt ±29.0%

波动率微笑 — Nov 20, 2026

各行权价的隐含波动率。向put倾斜(左侧更高)即为偏斜:下行保护的定价高于上行。

52%59%65%71%547.0440.0650.0
看涨期权看跌期权

隐含与已实现波动率,每日记录

41.4%47.9%54.5%61.0%Aug 31Oct 16
IV30HV20

非必需消费品

ABNB · Airbnb, Inc.AMZN · Amazon.com, Inc.AZO · AutoZone, Inc.BABA · Alibaba Group Holding…BBY · Best Buy Co., Inc.BYD · Boyd Gaming CorporationCAVA · CAVA Group, Inc.CCL · Carnival Corporation & plc

ETF

ARKK · ARK Innovation ETFBITO · ProShares Bitcoin ETFDIA · State Street SPDR Dow…EEM · iShares MSCI Emerging…EFA · iShares MSCI EAFE ETFEWZ · iShares MSCI Brazil ETFFXI · iShares China Large-Cap ETFGDX · VanEck Gold Miners ETF

科技

AAPL · Apple Inc.ADBE · Adobe Inc.AI · C3.ai, Inc.AMAT · Applied Materials, Inc.AMD · Advanced Micro Device…APP · AppLovin CorporationARM · Arm Holdings plc Amer…ASML · ASML Holding N.V.

金融服务

AFRM · Affirm Holdings, Inc.ALL · The Allstate CorporationALLY · Ally Financial Inc.AXP · American Express CompanyBAC · Bank of America CorporationBLK · BlackRock, Inc.BX · Blackstone Inc.C · Citigroup Inc.

工业

AAL · American Airlines Gro…BA · The Boeing CompanyCAT · Caterpillar Inc.CMI · Cummins Inc.DAL · Delta Air Lines, Inc.DE · Deere & CompanyEMR · Emerson Electric Co.ETN · Eaton Corporation plc

必需消费品

CELH · Celsius Holdings, Inc.CL · Colgate-Palmolive CompanyCOST · Costco Wholesale Corp…DG · Dollar General CorporationDLTR · Dollar Tree, Inc.EL · The Estée Lauder Comp…GIS · General Mills, Inc.HSY · The Hershey Company