AXP 波动率 American Express Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.22.7%
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.18.2%
HV6025.0%
IV − HV20价差
+4.5pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
18
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 已记录天数
Cboe delayed options data · 截至 00:33 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率,以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 24.6% | +0.6pt | ±1.5% |
| Sep 11, 2026 | 9 | 22.1% | +0.2pt | ±2.8% |
| Sep 18, 2026 | 16 | 22.6% | +0.5pt | ±3.8% |
| Sep 25, 2026 | 23 | 22.8% | +0.8pt | ±4.6% |
| Oct 02, 2026 | 30 | 22.7% | +1.4pt | ±5.2% |
| Oct 09, 2026 | 37 | 22.8% | +1.3pt | ±5.9% |
| Oct 16, 2026 | 44 | 23.5% | +1.1pt | ±6.6% |
| Nov 20, 2026 | 79 | 26.3% | +1.9pt | ±9.8% |
| Dec 18, 2026 | 107 | 26.0% | +2.0pt | ±11.3% |
| Jan 15, 2027 | 135 | 25.9% | +2.0pt | ±12.6% |
| Feb 19, 2027 | 170 | 26.9% | +1.9pt | ±14.7% |
| Mar 19, 2027 | 198 | 27.0% | +2.0pt | ±15.9% |
| Apr 16, 2027 | 226 | 26.9% | +1.8pt | ±16.8% |
| Jun 17, 2027 | 288 | 27.7% | +2.2pt | ±19.6% |
| Sep 17, 2027 | 380 | 28.3% | +2.7pt | ±23.0% |
| Dec 17, 2027 | 471 | 29.2% | +2.9pt | ±26.3% |
波动率微笑 — Sep 18, 2026
各行权价的隐含波动率。向put倾斜(左侧更高)即为偏斜:下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率,每日记录
IV30HV20