AXP волатильность 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%
Спред IV − HV20
+4.5pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
18
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 00:33 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 | 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% |
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