BMY volatilidade Bristol-Myers Squibb Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.33.1%
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.30.7%
HV6025.8%
Spread IV − HV20
+2.3pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
36
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.
29/60 dias registrados
Cboe delayed options data · em 03:34 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 34.3% | -2.3pt | ±2.8% |
| Oct 30, 2026 | 11 | 41.7% | +0.1pt | ±5.8% |
| Nov 06, 2026 | 18 | 36.8% | +1.0pt | ±6.6% |
| Nov 13, 2026 | 25 | 35.3% | +1.6pt | ±7.4% |
| Nov 20, 2026 | 32 | 32.4% | +1.1pt | ±7.7% |
| Nov 27, 2026 | 39 | 32.2% | -2.0pt | ±8.4% |
| Dec 18, 2026 | 60 | 30.7% | +1.1pt | ±10.1% |
| Jan 15, 2027 | 88 | 32.0% | +0.6pt | ±12.9% |
| Mar 19, 2027 | 151 | 34.3% | +0.1pt | ±17.7% |
| Jun 17, 2027 | 241 | 33.3% | +1.8pt | ±21.6% |
| Sep 17, 2027 | 333 | 31.9% | -0.9pt | ±23.9% |
| Dec 17, 2027 | 424 | 31.8% | +1.6pt | ±26.6% |
| Jan 21, 2028 | 459 | 31.4% | +2.0pt | ±27.2% |
Sorriso de volatilidade — Nov 20, 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