AMD volatilidad 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.47.2%
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.43.2%
HV6072.5%
Diferencial IV − HV20
+4.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 00:33 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | 89.0% | +9.7pt | ±0.5% |
| Sep 04, 2026 | 2 | 54.1% | +1.3pt | ±3.2% |
| Sep 09, 2026 | 7 | 43.2% | +0.0pt | ±4.7% |
| Sep 11, 2026 | 9 | 45.7% | +0.6pt | ±5.7% |
| Sep 14, 2026 | 12 | 43.8% | +3.7pt | ±6.3% |
| Sep 16, 2026 | 14 | 44.4% | +0.8pt | ±6.9% |
| Sep 18, 2026 | 16 | 47.2% | +1.4pt | ±7.9% |
| Sep 25, 2026 | 23 | 46.9% | -0.2pt | ±9.4% |
| Oct 02, 2026 | 30 | 47.2% | +0.2pt | ±10.8% |
| Oct 09, 2026 | 37 | 47.4% | +0.4pt | ±12.1% |
| Oct 16, 2026 | 44 | 47.7% | +0.1pt | ±13.3% |
| Nov 20, 2026 | 79 | 52.9% | -0.2pt | ±19.7% |
| Dec 18, 2026 | 107 | 52.4% | -0.3pt | ±22.6% |
| Jan 15, 2027 | 135 | 52.1% | -0.6pt | ±25.2% |
| Feb 19, 2027 | 170 | 53.3% | -1.7pt | ±29.0% |
| Mar 19, 2027 | 198 | 53.7% | -1.1pt | ±31.4% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20