BAC volatilite 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.31.2%
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 farkı
+7.6pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
28
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 kaydedilen gün
Cboe delayed options data · itibarıyla 13:03 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied hareket |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 59.0% | +1.5pt | ±4.5% |
| Oct 30, 2026 | 10 | 42.7% | +5.3pt | ±5.8% |
| Nov 06, 2026 | 17 | 37.6% | +5.0pt | ±6.6% |
| Nov 13, 2026 | 24 | 33.1% | +4.2pt | ±6.9% |
| Nov 20, 2026 | 31 | 30.9% | +4.1pt | ±7.3% |
| Nov 27, 2026 | 38 | 28.3% | +8.2pt | ±7.4% |
| Dec 18, 2026 | 59 | 26.5% | +2.7pt | ±8.6% |
| Jan 15, 2027 | 87 | 25.7% | +3.4pt | ±10.1% |
| Feb 19, 2027 | 122 | 25.3% | +2.3pt | ±11.7% |
| Mar 19, 2027 | 150 | 25.6% | +2.5pt | ±13.1% |
| Apr 16, 2027 | 178 | 26.1% | +2.1pt | ±14.5% |
| May 21, 2027 | 213 | 26.1% | +2.4pt | ±15.9% |
| Jun 17, 2027 | 240 | 26.3% | +0.9pt | ±16.9% |
| Jul 16, 2027 | 269 | 26.4% | +0.5pt | ±17.9% |
| Sep 17, 2027 | 332 | 26.7% | +0.9pt | ±20.0% |
| Dec 17, 2027 | 423 | 27.2% | +1.1pt | ±22.8% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20