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.36.1%
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%
Спред IV − HV20
-0.0pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
57
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 20:03 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 55.5% | -2.5pt | ±2.3% |
| Sep 09, 2026 | 6 | 36.0% | -1.6pt | ±3.7% |
| Sep 11, 2026 | 8 | 37.6% | -1.1pt | ±4.4% |
| Sep 14, 2026 | 11 | 35.1% | -1.1pt | ±4.9% |
| Sep 16, 2026 | 13 | 36.6% | +0.7pt | ±5.5% |
| Sep 18, 2026 | 15 | 36.8% | -1.2pt | ±6.0% |
| Sep 25, 2026 | 22 | 36.3% | -1.4pt | ±7.1% |
| Oct 02, 2026 | 29 | 36.0% | -1.1pt | ±8.1% |
| Oct 09, 2026 | 36 | 36.5% | -1.6pt | ±9.2% |
| Oct 16, 2026 | 43 | 36.2% | -1.0pt | ±10.0% |
| Oct 23, 2026 | 50 | 36.7% | +0.2pt | ±10.9% |
| Nov 20, 2026 | 78 | 37.8% | -1.1pt | ±14.0% |
| Dec 18, 2026 | 106 | 40.8% | -1.3pt | ±17.5% |
| Jan 15, 2027 | 134 | 40.7% | -0.7pt | ±19.6% |
| Feb 19, 2027 | 169 | 40.5% | -1.1pt | ±21.9% |
| Mar 19, 2027 | 197 | 42.1% | -1.4pt | ±24.4% |
Улыбка волатильности — Sep 18, 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