CEG volatilità Constellation Energy Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.49.0%
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.59.5%
HV6046.3%
Spread IV − HV20
-10.5pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
68
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.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 18:34 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 53.1% | +2.4pt | ±3.9% |
| Oct 30, 2026 | 10 | 49.2% | -0.3pt | ±6.5% |
| Nov 06, 2026 | 17 | 47.7% | +2.2pt | ±8.3% |
| Nov 13, 2026 | 24 | 52.6% | +0.6pt | ±10.8% |
| Nov 20, 2026 | 31 | 48.5% | +1.3pt | ±11.3% |
| Nov 27, 2026 | 38 | 48.7% | -0.1pt | ±12.5% |
| Dec 18, 2026 | 59 | 45.9% | +0.5pt | ±14.7% |
| Jan 15, 2027 | 87 | 44.5% | +0.2pt | ±17.3% |
| Feb 19, 2027 | 122 | 44.8% | -0.4pt | ±20.6% |
| Mar 19, 2027 | 150 | 46.1% | -0.9pt | ±23.4% |
| May 21, 2027 | 213 | 45.6% | -0.3pt | ±27.5% |
| Jun 17, 2027 | 240 | 45.2% | -1.6pt | ±29.0% |
| Sep 17, 2027 | 332 | 45.9% | -0.4pt | ±34.4% |
| Dec 17, 2027 | 423 | 45.3% | -0.6pt | ±38.1% |
| Jan 21, 2028 | 458 | 45.6% | -2.3pt | ±39.8% |
Volatility smile — Nov 20, 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