AMD Volatilität 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.58.9%
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.42.8%
HV6062.7%
IV − HV20-Spread
+16.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
79
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 42.6% | -0.3pt | ±0.4% |
| Oct 21, 2026 | 2 | 60.7% | +3.1pt | ±3.6% |
| Oct 23, 2026 | 4 | 61.0% | +3.6pt | ±5.1% |
| Oct 26, 2026 | 7 | 52.3% | +4.3pt | ±5.8% |
| Oct 28, 2026 | 9 | 55.5% | -1.0pt | ±7.0% |
| Oct 30, 2026 | 11 | 56.3% | +4.3pt | ±7.8% |
| Nov 02, 2026 | 14 | 53.1% | +4.4pt | ±8.3% |
| Nov 06, 2026 | 18 | 65.3% | +2.7pt | ±11.6% |
| Nov 13, 2026 | 25 | 60.4% | +2.8pt | ±12.6% |
| Nov 20, 2026 | 32 | 58.4% | +2.6pt | ±13.7% |
| Nov 27, 2026 | 39 | 56.0% | +1.6pt | ±14.6% |
| Dec 18, 2026 | 60 | 53.4% | +1.7pt | ±17.4% |
| Jan 15, 2027 | 88 | 51.6% | +2.2pt | ±20.2% |
| Feb 19, 2027 | 123 | 52.6% | +1.4pt | ±24.3% |
| Mar 19, 2027 | 151 | 52.3% | +1.1pt | ±26.7% |
| Apr 16, 2027 | 179 | 51.8% | +0.9pt | ±28.7% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20