BLK Volatilität BlackRock, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.24.6%
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.21.3%
HV6027.5%
IV − HV20-Spread
+3.4pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
26
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 29.1% | +5.4pt | ±1.2% |
| Sep 11, 2026 | 7 | 23.1% | +2.6pt | ±2.8% |
| Sep 18, 2026 | 14 | 24.5% | +4.5pt | ±4.0% |
| Sep 25, 2026 | 21 | 24.4% | +2.2pt | ±4.8% |
| Oct 02, 2026 | 28 | 24.6% | +3.6pt | ±5.6% |
| Oct 09, 2026 | 35 | 24.7% | +3.8pt | ±6.2% |
| Oct 16, 2026 | 42 | 26.8% | +3.2pt | ±7.4% |
| Oct 23, 2026 | 49 | 27.1% | +3.5pt | ±8.0% |
| Nov 20, 2026 | 77 | 26.7% | +3.4pt | ±9.9% |
| Dec 18, 2026 | 105 | 26.4% | +3.5pt | ±11.3% |
| Jan 15, 2027 | 133 | 26.4% | +2.9pt | ±12.7% |
| Mar 19, 2027 | 196 | 26.5% | +3.0pt | ±15.4% |
| Apr 16, 2027 | 224 | 26.9% | +3.1pt | ±16.7% |
| Jun 17, 2027 | 286 | 27.2% | +3.2pt | ±19.0% |
| Sep 17, 2027 | 378 | 28.0% | +3.1pt | ±22.3% |
| Jan 21, 2028 | 504 | 28.8% | +2.7pt | ±26.2% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20