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.37.8%
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%
Spread IV − HV20
+1.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
46
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.
28/60 dias registrados
Cboe delayed options data · em 15:34 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 38.6% | +2.2pt | ±0.8% |
| Oct 21, 2026 | 2 | 39.9% | +3.3pt | ±2.5% |
| Oct 23, 2026 | 4 | 40.3% | +3.1pt | ±3.4% |
| Oct 26, 2026 | 7 | 35.4% | +3.4pt | ±4.0% |
| Oct 28, 2026 | 9 | 36.8% | +3.4pt | ±4.7% |
| Oct 30, 2026 | 11 | 38.4% | +2.2pt | ±5.4% |
| Nov 02, 2026 | 14 | 36.8% | +2.7pt | ±5.8% |
| Nov 06, 2026 | 18 | 39.0% | +2.5pt | ±7.0% |
| Nov 13, 2026 | 25 | 37.8% | +2.3pt | ±8.0% |
| Nov 20, 2026 | 32 | 37.8% | +2.1pt | ±9.0% |
| Nov 27, 2026 | 39 | 36.9% | +2.2pt | ±9.7% |
| Dec 18, 2026 | 60 | 42.0% | +1.9pt | ±13.7% |
| Jan 15, 2027 | 88 | 40.6% | +1.6pt | ±15.9% |
| Feb 19, 2027 | 123 | 40.6% | +1.5pt | ±18.8% |
| Mar 19, 2027 | 151 | 42.2% | +1.2pt | ±21.7% |
| Apr 16, 2027 | 179 | 42.2% | +1.1pt | ±23.5% |
Sorriso de volatilidade — Nov 20, 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