AVGO volatilidad 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.38.5%
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.36.6%
HV6038.3%
Diferencial IV − HV20
+1.9pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
50
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 09:33 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 19, 2026 | 0 | 29.3% | +3.5pt | ±2.1% |
| Oct 21, 2026 | 2 | 36.0% | +2.0pt | ±3.4% |
| Oct 23, 2026 | 4 | 38.4% | +3.5pt | ±4.3% |
| Oct 26, 2026 | 7 | 35.6% | +3.5pt | ±4.7% |
| Oct 28, 2026 | 9 | 38.2% | -0.9pt | ±5.5% |
| Oct 30, 2026 | 11 | 39.6% | +4.2pt | ±6.2% |
| Nov 02, 2026 | 14 | — | — | — |
| Nov 06, 2026 | 18 | 39.1% | +4.2pt | ±7.4% |
| Nov 13, 2026 | 25 | 39.1% | +2.7pt | ±8.6% |
| Nov 20, 2026 | 32 | 38.4% | +3.3pt | ±9.5% |
| Nov 27, 2026 | 39 | 37.6% | +2.1pt | ±10.2% |
| Dec 18, 2026 | 60 | 43.4% | +2.5pt | ±14.3% |
| Jan 15, 2027 | 88 | 41.9% | +2.1pt | ±16.8% |
| Feb 19, 2027 | 123 | 41.6% | +2.0pt | ±19.4% |
| Mar 19, 2027 | 151 | 43.4% | +1.2pt | ±22.3% |
| Apr 16, 2027 | 179 | 42.8% | +0.8pt | ±23.9% |
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