CB volatilità Chubb Limited
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.19.3%
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.12.9%
HV6023.2%
Spread IV − HV20
+6.4pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
11
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 00:33 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | 19.0% | +2.7pt | ±3.3% |
| Oct 16, 2026 | 44 | 19.4% | +1.6pt | ±5.5% |
| Nov 20, 2026 | 79 | 20.9% | +2.0pt | ±7.9% |
| Dec 18, 2026 | 107 | 20.9% | +2.7pt | ±9.1% |
| Jan 15, 2027 | 135 | 20.4% | +1.6pt | ±10.0% |
| Feb 19, 2027 | 170 | 21.1% | +2.7pt | ±11.6% |
| Mar 19, 2027 | 198 | 21.3% | +2.8pt | ±12.7% |
| Jun 17, 2027 | 288 | 22.7% | +4.2pt | ±16.2% |
| Sep 17, 2027 | 380 | 23.0% | +4.1pt | ±18.8% |
| Jan 21, 2028 | 506 | 23.3% | +4.1pt | ±21.9% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20