ASML волатильность 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.39.9%
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.28.4%
HV6038.0%
Спред IV − HV20
+11.5pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
52
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 записано дней
Cboe delayed options data · по состоянию на 21:50 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 47.3% | -1.7pt | ±4.0% |
| Oct 30, 2026 | 10 | 42.5% | +0.1pt | ±6.0% |
| Nov 06, 2026 | 17 | 41.6% | -0.2pt | ±7.4% |
| Nov 13, 2026 | 24 | 39.8% | -0.0pt | ±8.3% |
| Nov 20, 2026 | 31 | 40.0% | +1.7pt | ±9.4% |
| Nov 27, 2026 | 38 | 38.7% | +0.6pt | ±10.0% |
| Dec 18, 2026 | 59 | 38.3% | +0.7pt | ±12.2% |
| Jan 15, 2027 | 87 | 37.6% | +1.2pt | ±14.6% |
| Feb 19, 2027 | 122 | 39.5% | -0.6pt | ±18.0% |
| Mar 19, 2027 | 150 | 39.4% | -0.6pt | ±19.9% |
| Apr 16, 2027 | 178 | 39.4% | +0.3pt | ±21.6% |
| Jun 17, 2027 | 240 | 40.8% | -0.6pt | ±25.9% |
| Sep 17, 2027 | 332 | 41.8% | -1.2pt | ±31.0% |
| Dec 17, 2027 | 423 | 42.4% | -0.5pt | ±35.3% |
| Jan 21, 2028 | 458 | 42.4% | -1.4pt | ±36.7% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20