AVGO Volatilität Broadcom Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.48.5%
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.36.2%
HV6044.8%
IV − HV20-Spread
+12.4pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
78
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 134.4% | -8.7pt | ±8.0% |
| Sep 09, 2026 | 6 | 78.7% | -3.0pt | ±8.8% |
| Sep 11, 2026 | 8 | 70.8% | -4.0pt | ±8.9% |
| Sep 14, 2026 | 11 | 62.5% | -5.4pt | ±9.1% |
| Sep 16, 2026 | 13 | 60.8% | -3.3pt | ±9.6% |
| Sep 18, 2026 | 15 | 59.1% | -3.1pt | ±9.9% |
| Sep 25, 2026 | 22 | 52.5% | -4.0pt | ±10.6% |
| Oct 02, 2026 | 29 | 48.9% | -2.1pt | ±11.3% |
| Oct 09, 2026 | 36 | 46.8% | -3.2pt | ±12.1% |
| Oct 16, 2026 | 43 | 45.6% | -2.2pt | ±12.8% |
| Nov 20, 2026 | 78 | 44.0% | -1.7pt | ±16.4% |
| Dec 18, 2026 | 106 | 45.7% | -1.6pt | ±19.8% |
| Jan 15, 2027 | 134 | 44.8% | -1.6pt | ±21.7% |
| Feb 19, 2027 | 169 | 44.2% | -1.4pt | ±24.0% |
| Mar 19, 2027 | 197 | 45.4% | -1.5pt | ±26.6% |
| Apr 16, 2027 | 225 | 45.0% | -0.9pt | ±28.1% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20