AVGO volatilidade 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.35.9%
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.36.2%
HV6044.8%
Spread IV − HV20
-0.3pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
58
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 18:03 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 54.6% | -4.4pt | ±2.4% |
| Sep 09, 2026 | 6 | 36.9% | -2.1pt | ±3.8% |
| Sep 11, 2026 | 8 | 37.5% | -2.1pt | ±4.5% |
| Sep 14, 2026 | 11 | 35.2% | -1.5pt | ±4.9% |
| Sep 16, 2026 | 13 | 36.9% | -2.6pt | ±5.6% |
| Sep 18, 2026 | 15 | 36.6% | -1.3pt | ±6.0% |
| Sep 25, 2026 | 22 | 36.2% | -1.5pt | ±7.1% |
| Oct 02, 2026 | 29 | 35.8% | -0.9pt | ±8.1% |
| Oct 09, 2026 | 36 | 36.4% | -2.3pt | ±9.2% |
| Oct 16, 2026 | 43 | 35.8% | -1.4pt | ±9.9% |
| Oct 23, 2026 | 50 | 36.1% | -1.5pt | ±10.7% |
| Nov 20, 2026 | 78 | 37.3% | -1.1pt | ±13.8% |
| Dec 18, 2026 | 106 | 40.5% | -1.2pt | ±17.4% |
| Jan 15, 2027 | 134 | 40.5% | -1.6pt | ±19.5% |
| Feb 19, 2027 | 169 | 40.1% | -1.3pt | ±21.7% |
| Mar 19, 2027 | 197 | 41.9% | -1.6pt | ±24.4% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20