ASML volatilidad ASML Holding N.V.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.39.4%
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.30.5%
HV6040.2%
Diferencial IV − HV20
+9.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
51
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 días registrados
Cboe delayed options data · a fecha de 12:33 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 41.0% | -4.0pt | ±4.9% |
| Oct 30, 2026 | 11 | 41.6% | -0.5pt | ±6.7% |
| Nov 06, 2026 | 18 | 40.7% | -0.2pt | ±7.9% |
| Nov 13, 2026 | 25 | 40.1% | -0.5pt | ±8.9% |
| Nov 20, 2026 | 32 | 39.2% | +1.9pt | ±9.7% |
| Nov 27, 2026 | 39 | 38.1% | +1.9pt | ±10.3% |
| Dec 18, 2026 | 60 | 38.0% | +0.8pt | ±12.5% |
| Jan 15, 2027 | 88 | 37.5% | +0.1pt | ±14.8% |
| Feb 19, 2027 | 123 | 38.9% | -0.6pt | ±18.0% |
| Mar 19, 2027 | 151 | 38.9% | -1.0pt | ±19.9% |
| Apr 16, 2027 | 179 | 38.9% | -1.0pt | ±21.6% |
| Jun 17, 2027 | 241 | 39.9% | -1.2pt | ±25.6% |
| Sep 17, 2027 | 333 | 40.9% | -1.4pt | ±30.6% |
| Dec 17, 2027 | 424 | 41.9% | -1.7pt | ±35.1% |
| Jan 21, 2028 | 459 | 41.9% | -1.8pt | ±36.6% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20