BAC volatilidade 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.20.7%
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.17.1%
HV6018.3%
Spread IV − HV20
+3.6pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
14
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 17:03 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 21.5% | +1.2pt | ±1.1% |
| Sep 11, 2026 | 8 | 19.7% | +1.8pt | ±2.4% |
| Sep 18, 2026 | 15 | 20.8% | +2.2pt | ±3.4% |
| Sep 25, 2026 | 22 | 20.5% | +2.3pt | ±4.0% |
| Oct 02, 2026 | 29 | 20.6% | +2.4pt | ±4.7% |
| Oct 09, 2026 | 36 | 20.8% | +2.7pt | ±5.2% |
| Oct 16, 2026 | 43 | 24.4% | +3.1pt | ±6.7% |
| Oct 23, 2026 | 50 | 24.4% | +1.7pt | ±7.2% |
| Nov 20, 2026 | 78 | 24.0% | +3.0pt | ±8.9% |
| Dec 18, 2026 | 106 | 24.0% | +3.0pt | ±10.3% |
| Jan 15, 2027 | 134 | 24.7% | +3.3pt | ±11.9% |
| Feb 19, 2027 | 169 | 24.8% | +3.0pt | ±13.4% |
| Mar 19, 2027 | 197 | 25.0% | +3.1pt | ±14.5% |
| Apr 16, 2027 | 225 | 25.2% | +2.9pt | ±15.7% |
| Jun 17, 2027 | 287 | 25.6% | +3.6pt | ±17.9% |
| Jul 16, 2027 | 316 | 25.9% | +3.3pt | ±18.9% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20