CAT волатильность Caterpillar Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.35.9%
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.29.5%
HV6046.3%
Спред IV − HV20
+6.5pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
57
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 06:33 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 42.9% | +9.2pt | ±1.8% |
| Sep 11, 2026 | 7 | 35.3% | +4.5pt | ±4.2% |
| Sep 18, 2026 | 14 | 34.9% | +4.0pt | ±5.7% |
| Sep 25, 2026 | 21 | 35.9% | +1.8pt | ±7.1% |
| Oct 02, 2026 | 28 | 36.3% | +3.1pt | ±8.2% |
| Oct 09, 2026 | 35 | 35.2% | +1.8pt | ±8.8% |
| Oct 16, 2026 | 42 | 35.6% | +0.2pt | ±9.8% |
| Oct 23, 2026 | 49 | 35.6% | — | ±10.5% |
| Nov 20, 2026 | 77 | 39.6% | +1.5pt | ±14.7% |
| Dec 18, 2026 | 105 | 39.1% | +1.8pt | ±16.8% |
| Jan 15, 2027 | 133 | 38.6% | +1.9pt | ±18.7% |
| Feb 19, 2027 | 168 | 39.9% | +2.0pt | ±21.5% |
| Mar 19, 2027 | 196 | 40.1% | +1.7pt | ±23.4% |
| Jun 17, 2027 | 286 | 40.0% | +1.3pt | ±28.0% |
| Sep 17, 2027 | 378 | 41.2% | +2.3pt | ±33.0% |
| Dec 17, 2027 | 469 | 41.4% | +1.9pt | ±36.7% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20