ARM volatilitas 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.75.5%
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.64.3%
HV6081.8%
Selisih IV − HV20
+11.2pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 hari yang direkam
Cboe delayed options data · per 21:50 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 78.1% | +0.8pt | ±5.7% |
| Oct 30, 2026 | 10 | 72.2% | +0.1pt | ±9.5% |
| Nov 06, 2026 | 17 | 83.2% | -0.0pt | ±14.2% |
| Nov 13, 2026 | 24 | 78.7% | +0.4pt | ±15.7% |
| Nov 20, 2026 | 31 | 75.1% | +1.4pt | ±17.3% |
| Nov 27, 2026 | 38 | 71.5% | -0.7pt | ±18.1% |
| Dec 18, 2026 | 59 | 66.6% | -1.1pt | ±21.3% |
| Jan 15, 2027 | 87 | 65.5% | -1.6pt | ±25.4% |
| Feb 19, 2027 | 122 | 64.7% | -2.5pt | ±29.6% |
| Mar 19, 2027 | 150 | 64.3% | -2.1pt | ±32.6% |
| Apr 16, 2027 | 178 | 63.6% | -1.2pt | ±35.0% |
| Jun 17, 2027 | 240 | 63.8% | -2.3pt | ±40.5% |
| Sep 17, 2027 | 332 | 62.7% | -2.4pt | ±46.5% |
| Dec 17, 2027 | 423 | 63.6% | -2.1pt | ±52.9% |
| Jan 21, 2028 | 458 | 63.3% | -2.5pt | ±54.6% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20