CCL volatilità 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.46.8%
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.34.3%
HV6043.6%
Spread IV − HV20
+12.5pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
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 03:33 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 04, 2026 | 2 | 39.9% | +2.3pt | ±2.5% |
| Sep 11, 2026 | 9 | 30.1% | +3.0pt | ±4.0% |
| Sep 18, 2026 | 16 | 37.7% | +2.4pt | ±6.4% |
| Sep 25, 2026 | 23 | 39.7% | +2.5pt | ±8.1% |
| Oct 02, 2026 | 30 | 46.8% | -4.2pt | ±10.8% |
| Oct 09, 2026 | 37 | 43.6% | +1.2pt | ±11.1% |
| Oct 16, 2026 | 44 | 45.2% | +1.8pt | ±12.6% |
| Nov 20, 2026 | 79 | 43.8% | +2.4pt | ±16.0% |
| Dec 18, 2026 | 107 | 45.2% | +2.5pt | ±19.4% |
| Jan 15, 2027 | 135 | 44.7% | +3.1pt | ±21.8% |
| Mar 19, 2027 | 198 | 43.6% | +3.1pt | ±25.3% |
| Apr 16, 2027 | 226 | 44.5% | +3.5pt | ±27.5% |
| Jun 17, 2027 | 288 | 46.3% | +5.0pt | ±31.6% |
| Sep 17, 2027 | 380 | 45.6% | +4.5pt | ±35.4% |
| Dec 17, 2027 | 471 | 47.2% | +2.9pt | ±38.3% |
| Jan 21, 2028 | 506 | 46.7% | +0.1pt | ±41.4% |
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