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.22.8%
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
+4.7pt
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 06:33 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 | 1 | 24.2% | +1.5pt | ±1.5% |
| Sep 11, 2026 | 8 | 21.5% | +0.6pt | ±2.7% |
| Sep 18, 2026 | 15 | 22.5% | +1.2pt | ±3.8% |
| Sep 25, 2026 | 22 | 22.3% | +1.0pt | ±4.5% |
| Oct 02, 2026 | 29 | 22.8% | +1.6pt | ±5.2% |
| Oct 09, 2026 | 36 | 22.8% | +1.2pt | ±5.9% |
| Oct 16, 2026 | 43 | 23.4% | +1.2pt | ±6.5% |
| Nov 20, 2026 | 78 | 26.1% | +1.9pt | ±9.7% |
| Dec 18, 2026 | 106 | 26.1% | +2.0pt | ±11.3% |
| Jan 15, 2027 | 134 | 25.9% | +1.9pt | ±12.6% |
| Feb 19, 2027 | 169 | 26.7% | +1.9pt | ±14.5% |
| Mar 19, 2027 | 197 | 26.9% | +2.0pt | ±15.8% |
| Apr 16, 2027 | 225 | 27.2% | +2.0pt | ±17.0% |
| Jun 17, 2027 | 287 | 27.8% | +2.1pt | ±19.7% |
| Sep 17, 2027 | 379 | 28.4% | +2.6pt | ±23.0% |
| Dec 17, 2027 | 470 | 28.9% | +2.5pt | ±26.0% |
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