AVGO volatilité 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.38.3%
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%
Écart IV − HV20
+1.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
48
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 jours enregistrés
Cboe delayed options data · au 20:03 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 40.3% | — | ±0.4% |
| Oct 21, 2026 | 2 | 41.6% | +2.8pt | ±2.5% |
| Oct 23, 2026 | 4 | 42.1% | +2.8pt | ±3.5% |
| Oct 26, 2026 | 7 | 36.8% | +2.8pt | ±4.1% |
| Oct 28, 2026 | 9 | 38.0% | +4.4pt | ±4.8% |
| Oct 30, 2026 | 11 | 39.6% | +3.0pt | ±5.5% |
| Nov 02, 2026 | 14 | 38.3% | +2.2pt | ±6.0% |
| Nov 06, 2026 | 18 | 39.6% | +2.7pt | ±7.0% |
| Nov 13, 2026 | 25 | 38.6% | +2.7pt | ±8.1% |
| Nov 20, 2026 | 32 | 38.2% | +2.5pt | ±9.1% |
| Nov 27, 2026 | 39 | 37.1% | +2.1pt | ±9.8% |
| Dec 18, 2026 | 60 | 42.0% | +2.0pt | ±13.7% |
| Jan 15, 2027 | 88 | 40.6% | +1.7pt | ±16.0% |
| Feb 19, 2027 | 123 | 40.2% | +1.7pt | ±18.7% |
| Mar 19, 2027 | 151 | 42.0% | +0.8pt | ±21.6% |
| Apr 16, 2027 | 179 | 41.9% | +0.8pt | ±23.4% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20