AMD volatilità 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.60.2%
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.42.1%
HV6061.7%
Spread IV − HV20
+18.0pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
80
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 giorni registrati
Cboe delayed options data · aggiornato al 21:50 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 65.6% | +0.9pt | ±3.1% |
| Oct 23, 2026 | 3 | 64.3% | +2.1pt | ±4.8% |
| Oct 26, 2026 | 6 | 52.0% | +1.9pt | ±5.5% |
| Oct 28, 2026 | 8 | 54.9% | -1.2pt | ±6.6% |
| Oct 30, 2026 | 10 | 58.4% | +2.5pt | ±8.0% |
| Nov 02, 2026 | 13 | 53.4% | +1.1pt | ±8.1% |
| Nov 04, 2026 | 15 | 69.0% | -1.3pt | ±11.2% |
| Nov 06, 2026 | 17 | 67.2% | +1.6pt | ±11.7% |
| Nov 13, 2026 | 24 | 62.6% | +1.2pt | ±12.8% |
| Nov 20, 2026 | 31 | 59.9% | +1.3pt | ±13.7% |
| Nov 27, 2026 | 38 | 56.7% | +1.2pt | ±14.5% |
| Dec 18, 2026 | 59 | 54.3% | +1.4pt | ±17.2% |
| Jan 15, 2027 | 87 | 52.1% | +0.1pt | ±20.0% |
| Feb 19, 2027 | 122 | 53.3% | +0.4pt | ±24.1% |
| Mar 19, 2027 | 150 | 52.7% | +0.8pt | ±26.4% |
| Apr 16, 2027 | 178 | 52.3% | -0.3pt | ±28.5% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20