BAC volatilité 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.23.7%
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.23.6%
HV6022.1%
Écart IV − HV20
+0.1pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
14
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 18:34 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 26.5% | -0.0pt | ±2.0% |
| Oct 30, 2026 | 10 | 24.9% | +1.0pt | ±3.3% |
| Nov 06, 2026 | 17 | 24.5% | +1.6pt | ±4.3% |
| Nov 13, 2026 | 24 | 23.8% | +2.1pt | ±4.9% |
| Nov 20, 2026 | 31 | 23.7% | +2.4pt | ±5.6% |
| Nov 27, 2026 | 38 | 23.1% | +2.0pt | ±6.0% |
| Dec 18, 2026 | 59 | 24.2% | +3.0pt | ±7.9% |
| Jan 15, 2027 | 87 | 25.7% | +3.0pt | ±10.1% |
| Feb 19, 2027 | 122 | 25.4% | +3.2pt | ±11.8% |
| Mar 19, 2027 | 150 | 25.6% | +3.2pt | ±13.1% |
| Apr 16, 2027 | 178 | 26.1% | +3.4pt | ±14.5% |
| May 21, 2027 | 213 | 26.2% | +3.3pt | ±16.0% |
| Jun 17, 2027 | 240 | 26.4% | +3.0pt | ±16.9% |
| Jul 16, 2027 | 269 | 26.5% | +3.5pt | ±17.9% |
| Sep 17, 2027 | 332 | 26.8% | +3.2pt | ±20.0% |
| Dec 17, 2027 | 423 | 27.4% | +3.5pt | ±23.0% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20