CCL volatilité Carnival Corporation & plc
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.43.0%
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.33.6%
HV6043.2%
Écart IV − HV20
+9.4pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
70
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 jours enregistrés
Cboe delayed options data · au 21:49 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 36.3% | -7.0pt | ±1.5% |
| Sep 11, 2026 | 8 | 37.9% | +2.5pt | ±4.5% |
| Sep 18, 2026 | 15 | 36.2% | -0.1pt | ±5.9% |
| Sep 25, 2026 | 22 | 38.9% | +1.4pt | ±7.8% |
| Oct 02, 2026 | 29 | 43.2% | -0.9pt | ±9.8% |
| Oct 09, 2026 | 36 | 41.8% | -0.4pt | ±10.5% |
| Oct 16, 2026 | 43 | 43.6% | -0.2pt | ±12.0% |
| Oct 23, 2026 | 50 | 32.9% | -2.8pt | ±9.9% |
| Nov 20, 2026 | 78 | 43.5% | +2.3pt | ±16.2% |
| Dec 18, 2026 | 106 | 45.0% | +1.5pt | ±19.1% |
| Jan 15, 2027 | 134 | 47.1% | +2.6pt | ±22.5% |
| Mar 19, 2027 | 197 | 45.3% | +2.4pt | ±26.0% |
| Apr 16, 2027 | 225 | 44.7% | +3.1pt | ±27.4% |
| Jun 17, 2027 | 287 | 44.5% | +2.8pt | ±30.7% |
| Sep 17, 2027 | 379 | 44.9% | +5.0pt | ±35.1% |
| Dec 17, 2027 | 470 | 44.5% | +1.8pt | ±38.3% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20