AZO volatilità AutoZone, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.31.8%
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.30.8%
HV6028.1%
Spread IV − HV20
+1.0pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
31
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 giorni registrati
Cboe delayed options data · aggiornato al 12:33 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimento implicito |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 31.8% | +1.4pt | ±7.9% |
| Dec 18, 2026 | 60 | 34.5% | +1.9pt | ±11.5% |
| Jan 15, 2027 | 88 | 33.2% | +1.6pt | ±13.3% |
| Mar 19, 2027 | 151 | 33.8% | +1.8pt | ±17.5% |
| Jun 17, 2027 | 241 | 33.8% | +2.3pt | ±22.1% |
| Sep 17, 2027 | 333 | 33.4% | +1.6pt | ±25.7% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20