AXP volatilidade 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.22.4%
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.17.2%
HV6024.7%
Spread IV − HV20
+5.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
19
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.
4/60 dias registrados
Cboe delayed options data · em 06:33 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 | 0 | 24.6% | +0.9pt | ±1.0% |
| Sep 11, 2026 | 7 | 20.4% | +0.3pt | ±2.4% |
| Sep 18, 2026 | 14 | 21.6% | +0.6pt | ±3.6% |
| Sep 25, 2026 | 21 | 22.3% | +0.9pt | ±4.4% |
| Oct 02, 2026 | 28 | 22.3% | +1.5pt | ±5.0% |
| Oct 09, 2026 | 35 | 22.6% | +1.5pt | ±5.8% |
| Oct 16, 2026 | 42 | 23.4% | +0.9pt | ±6.4% |
| Oct 23, 2026 | 49 | 26.2% | +1.4pt | ±7.8% |
| Nov 20, 2026 | 77 | 25.8% | +1.7pt | ±9.6% |
| Dec 18, 2026 | 105 | 25.8% | +1.6pt | ±11.2% |
| Jan 15, 2027 | 133 | 25.7% | +1.9pt | ±12.4% |
| Feb 19, 2027 | 168 | 26.6% | +2.0pt | ±14.5% |
| Mar 19, 2027 | 196 | 26.8% | +2.1pt | ±15.8% |
| Apr 16, 2027 | 224 | 26.8% | +2.2pt | ±16.8% |
| Jun 17, 2027 | 286 | 27.5% | +2.1pt | ±19.5% |
| Sep 17, 2027 | 378 | 28.3% | +2.3pt | ±22.9% |
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