BAC 波动率 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价差
+0.4pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
15
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 已记录天数
Cboe delayed options data · 截至 03:34 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 26.9% | +1.0pt | ±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% | +3.3pt | ±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% | +2.6pt | ±9.9% |
| Feb 19, 2027 | 123 | 25.4% | +3.5pt | ±11.8% |
| Mar 19, 2027 | 151 | 25.4% | +3.7pt | ±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% | +4.0pt | ±17.9% |
| Sep 17, 2027 | 333 | 26.7% | +3.7pt | ±20.0% |
| Dec 17, 2027 | 424 | 26.9% | +4.0pt | ±22.6% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20