ARM volatilité Arm Holdings plc American Depositary Shares
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.74.5%
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.66.7%
HV6081.8%
Écart IV − HV20
+7.8pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
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.
29/60 jours enregistrés
Cboe delayed options data · au 00:34 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 72.9% | +0.8pt | ±6.0% |
| Oct 30, 2026 | 11 | 69.5% | +1.1pt | ±9.7% |
| Nov 06, 2026 | 18 | 81.2% | -0.5pt | ±14.4% |
| Nov 13, 2026 | 25 | 77.5% | -1.4pt | ±16.2% |
| Nov 20, 2026 | 32 | 73.5% | -1.6pt | ±17.3% |
| Nov 27, 2026 | 39 | 70.1% | -1.3pt | ±18.2% |
| Dec 18, 2026 | 60 | 66.6% | -2.1pt | ±21.3% |
| Jan 15, 2027 | 88 | 63.4% | -3.3pt | ±24.7% |
| Feb 19, 2027 | 123 | 64.2% | -3.7pt | ±29.4% |
| Mar 19, 2027 | 151 | 63.3% | -3.2pt | ±32.1% |
| Apr 16, 2027 | 179 | 62.9% | -3.2pt | ±34.7% |
| Jun 17, 2027 | 241 | 62.8% | -3.7pt | ±39.9% |
| Sep 17, 2027 | 333 | 62.7% | -3.5pt | ±46.7% |
| Dec 17, 2027 | 424 | 63.2% | -3.5pt | ±52.5% |
| Jan 21, 2028 | 459 | 63.1% | -2.7pt | ±54.6% |
Smile de volatilité — Nov 20, 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