BAC Volatilität Bank of America Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.20.8%
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.17.1%
HV6018.3%
IV − HV20-Spread
+3.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
14
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 21.7% | +0.7pt | ±1.7% |
| Sep 11, 2026 | 9 | 19.4% | +1.8pt | ±2.6% |
| Sep 18, 2026 | 16 | 20.9% | +2.4pt | ±3.5% |
| Sep 25, 2026 | 23 | 20.5% | +2.5pt | ±4.2% |
| Oct 02, 2026 | 30 | 20.8% | +2.9pt | ±4.8% |
| Oct 09, 2026 | 37 | 20.8% | +2.5pt | ±5.4% |
| Oct 16, 2026 | 44 | 24.3% | +3.6pt | ±6.8% |
| Nov 20, 2026 | 79 | 24.1% | +3.5pt | ±9.0% |
| Dec 18, 2026 | 107 | 23.9% | +3.5pt | ±10.3% |
| Jan 15, 2027 | 135 | 24.7% | +3.4pt | ±11.9% |
| Feb 19, 2027 | 170 | 24.8% | +3.4pt | ±13.5% |
| Mar 19, 2027 | 198 | 25.0% | +3.6pt | ±14.6% |
| Apr 16, 2027 | 226 | 25.2% | +3.4pt | ±15.7% |
| Jun 17, 2027 | 288 | 25.6% | +3.7pt | ±17.9% |
| Jul 16, 2027 | 317 | 25.8% | +3.5pt | ±18.9% |
| Sep 17, 2027 | 380 | 25.9% | +3.4pt | ±20.7% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20