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.24.0%
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.23.6%
HV6022.1%
IV − HV20-Spread
+0.4pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
15
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 21:52 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 26.9% | +1.1pt | ±2.4% |
| Oct 30, 2026 | 11 | 25.3% | +2.1pt | ±3.6% |
| Nov 06, 2026 | 18 | 25.3% | +3.3pt | ±4.6% |
| Nov 13, 2026 | 25 | 24.4% | +3.4pt | ±5.2% |
| Nov 20, 2026 | 32 | 23.9% | +3.8pt | ±5.7% |
| Nov 27, 2026 | 39 | 25.0% | +0.7pt | ±6.6% |
| Dec 18, 2026 | 60 | 24.0% | +3.3pt | ±7.9% |
| Jan 15, 2027 | 88 | 25.1% | +2.7pt | ±9.9% |
| Feb 19, 2027 | 123 | 25.4% | +3.5pt | ±11.8% |
| Mar 19, 2027 | 151 | 25.4% | +3.6pt | ±13.0% |
| Apr 16, 2027 | 179 | 26.0% | +4.2pt | ±14.4% |
| May 21, 2027 | 214 | 26.2% | +3.2pt | ±16.0% |
| Jun 17, 2027 | 241 | 26.3% | +4.1pt | ±16.9% |
| Jul 16, 2027 | 270 | 26.4% | +4.1pt | ±17.9% |
| Sep 17, 2027 | 333 | 26.7% | +3.7pt | ±20.0% |
| Dec 17, 2027 | 424 | 26.9% | +4.0pt | ±22.6% |
Volatility Smile — Nov 20, 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