BAC volatilità 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.23.9%
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%
Spread IV − HV20
+0.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
15
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.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 06:34 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 26.9% | +1.0pt | ±2.4% |
| Oct 30, 2026 | 10 | 25.3% | +2.1pt | ±3.6% |
| Nov 06, 2026 | 17 | 25.3% | +3.3pt | ±4.6% |
| Nov 13, 2026 | 24 | 24.4% | +3.3pt | ±5.2% |
| Nov 20, 2026 | 31 | 23.9% | +3.8pt | ±5.7% |
| Nov 27, 2026 | 38 | 25.0% | +0.7pt | ±6.6% |
| Dec 18, 2026 | 59 | 24.0% | +3.3pt | ±7.9% |
| Jan 15, 2027 | 87 | 25.1% | +2.6pt | ±9.9% |
| Feb 19, 2027 | 122 | 25.4% | +3.5pt | ±11.8% |
| Mar 19, 2027 | 150 | 25.4% | +3.7pt | ±13.0% |
| Apr 16, 2027 | 178 | 26.0% | +4.2pt | ±14.4% |
| May 21, 2027 | 213 | 26.2% | +3.2pt | ±16.0% |
| Jun 17, 2027 | 240 | 26.3% | +4.1pt | ±16.9% |
| Jul 16, 2027 | 269 | 26.4% | +4.0pt | ±17.9% |
| Sep 17, 2027 | 332 | 26.7% | +3.7pt | ±20.0% |
| Dec 17, 2027 | 423 | 26.9% | +4.0pt | ±22.6% |
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