ASML volatiliteit 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.38.9%
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.29.6%
HV6039.9%
IV − HV20 spreiding
+9.2pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
51
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dagen vastgelegd
Cboe delayed options data · per 00:34 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 44.6% | -3.6pt | ±3.7% |
| Oct 30, 2026 | 11 | 42.9% | -2.4pt | ±5.9% |
| Nov 06, 2026 | 18 | 41.6% | -0.1pt | ±7.4% |
| Nov 13, 2026 | 25 | 40.0% | -0.6pt | ±8.4% |
| Nov 20, 2026 | 32 | 38.5% | +1.1pt | ±9.1% |
| Nov 27, 2026 | 39 | 38.0% | +0.1pt | ±9.9% |
| Dec 18, 2026 | 60 | 38.3% | +0.6pt | ±12.5% |
| Jan 15, 2027 | 88 | 37.5% | +0.7pt | ±14.8% |
| Feb 19, 2027 | 123 | 39.7% | -0.3pt | ±18.3% |
| Mar 19, 2027 | 151 | 39.4% | +0.3pt | ±20.1% |
| Apr 16, 2027 | 179 | 39.6% | -0.9pt | ±22.0% |
| Jun 17, 2027 | 241 | 40.7% | -0.7pt | ±26.1% |
| Sep 17, 2027 | 333 | 41.4% | -1.1pt | ±31.1% |
| Dec 17, 2027 | 424 | 42.0% | -0.9pt | ±35.6% |
| Jan 21, 2028 | 459 | 42.3% | -1.3pt | ±37.2% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20