AVGO волатильность 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.38.2%
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.36.9%
HV6038.2%
Спред IV − HV20
+1.4pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
49
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 03:34 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 47.0% | — | ±0.3% |
| Oct 21, 2026 | 2 | 42.1% | +2.2pt | ±2.5% |
| Oct 23, 2026 | 4 | 42.2% | +2.9pt | ±3.5% |
| Oct 26, 2026 | 7 | 37.6% | +0.7pt | ±4.2% |
| Oct 28, 2026 | 9 | 38.5% | +0.8pt | ±4.9% |
| Oct 30, 2026 | 11 | 39.5% | +3.0pt | ±5.5% |
| Nov 02, 2026 | 14 | 40.0% | +1.2pt | ±6.3% |
| Nov 06, 2026 | 18 | 39.7% | +2.8pt | ±7.0% |
| Nov 13, 2026 | 25 | 38.7% | +2.4pt | ±8.0% |
| Nov 20, 2026 | 32 | 38.1% | +2.5pt | ±9.0% |
| Nov 27, 2026 | 39 | 37.6% | +1.5pt | ±9.6% |
| Dec 18, 2026 | 60 | 41.9% | +1.8pt | ±13.6% |
| Jan 15, 2027 | 88 | 40.9% | +1.6pt | ±16.0% |
| Feb 19, 2027 | 123 | 40.1% | +0.5pt | ±18.6% |
| Mar 19, 2027 | 151 | 42.2% | +0.0pt | ±21.7% |
| Apr 16, 2027 | 179 | 42.0% | +0.4pt | ±23.4% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20