CCL 변동성 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.41.6%
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.53.0%
HV6041.9%
IV − HV20 스프레드
-11.4pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
58
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 일 기록됨
Cboe delayed options data · 기준일 06:34 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 43.0% | +4.7pt | ±3.6% |
| Oct 30, 2026 | 10 | 46.2% | +2.6pt | ±6.4% |
| Nov 06, 2026 | 17 | 45.5% | -1.6pt | ±8.1% |
| Nov 13, 2026 | 24 | 43.3% | +2.6pt | ±9.1% |
| Nov 20, 2026 | 31 | 41.4% | +4.6pt | ±9.8% |
| Nov 27, 2026 | 38 | 44.3% | +1.8pt | ±11.5% |
| Dec 18, 2026 | 59 | 40.8% | +2.0pt | ±13.1% |
| Jan 15, 2027 | 87 | 42.0% | +1.8pt | ±16.3% |
| Mar 19, 2027 | 150 | 42.8% | +3.9pt | ±21.5% |
| Apr 16, 2027 | 178 | 41.9% | +2.4pt | ±22.9% |
| Jun 17, 2027 | 240 | 43.4% | +1.6pt | ±27.3% |
| Sep 17, 2027 | 332 | 44.1% | +4.7pt | ±32.9% |
| Dec 17, 2027 | 423 | 43.3% | +2.7pt | ±35.3% |
| Jan 21, 2028 | 458 | 44.4% | +2.6pt | ±37.4% |
변동성 스마일 — Nov 20, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20