ARM volatilite 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.73.9%
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%
IV − HV20 farkı
+7.2pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 kaydedilen gün
Cboe delayed options data · itibarıyla 06:34 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe 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 hareket |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 72.1% | +0.8pt | ±6.0% |
| Oct 30, 2026 | 10 | 68.2% | +1.1pt | ±9.6% |
| Nov 06, 2026 | 17 | 80.4% | -0.5pt | ±14.5% |
| Nov 13, 2026 | 24 | 77.5% | -1.4pt | ±16.3% |
| Nov 20, 2026 | 31 | 73.4% | -1.6pt | ±17.3% |
| Nov 27, 2026 | 38 | 70.1% | -1.3pt | ±18.3% |
| Dec 18, 2026 | 59 | 66.6% | -2.1pt | ±21.4% |
| Jan 15, 2027 | 87 | 63.4% | -3.3pt | ±24.8% |
| Feb 19, 2027 | 122 | 64.2% | -3.7pt | ±29.5% |
| Mar 19, 2027 | 150 | 63.3% | -3.2pt | ±32.3% |
| Apr 16, 2027 | 178 | 62.9% | -3.2pt | ±34.9% |
| Jun 17, 2027 | 240 | 62.8% | -3.7pt | ±40.1% |
| Sep 17, 2027 | 332 | 62.7% | -3.5pt | ±46.9% |
| Dec 17, 2027 | 423 | 63.2% | -3.5pt | ±52.8% |
| Jan 21, 2028 | 458 | 63.1% | -2.7pt | ±54.9% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20