AMD volatilité 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.47.3%
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%
Écart IV − HV20
+4.0pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 06:33 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 54.1% | +1.2pt | ±3.2% |
| Sep 09, 2026 | 6 | 43.2% | -0.1pt | ±4.7% |
| Sep 11, 2026 | 8 | 45.7% | +0.6pt | ±5.7% |
| Sep 14, 2026 | 11 | 43.8% | +3.7pt | ±6.3% |
| Sep 16, 2026 | 13 | 44.4% | +0.8pt | ±6.9% |
| Sep 18, 2026 | 15 | 47.3% | +1.2pt | ±7.9% |
| Sep 25, 2026 | 22 | 46.9% | -0.1pt | ±9.4% |
| Oct 02, 2026 | 29 | 47.2% | +0.2pt | ±10.8% |
| Oct 09, 2026 | 36 | 47.4% | +0.4pt | ±12.1% |
| Oct 16, 2026 | 43 | 47.7% | +0.1pt | ±13.3% |
| Nov 20, 2026 | 78 | 52.9% | -0.2pt | ±19.7% |
| Dec 18, 2026 | 106 | 52.4% | -0.4pt | ±22.6% |
| Jan 15, 2027 | 134 | 52.1% | -0.7pt | ±25.2% |
| Feb 19, 2027 | 169 | 53.3% | -1.7pt | ±29.0% |
| Mar 19, 2027 | 197 | 53.7% | -1.1pt | ±31.4% |
| Apr 16, 2027 | 225 | 53.3% | -1.3pt | ±33.2% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20