CEG volatilidade 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.49.3%
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.59.5%
HV6046.3%
Spread IV − HV20
-10.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
69
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 03:34 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 51.8% | -1.5pt | ±4.3% |
| Oct 30, 2026 | 11 | 46.2% | -4.5pt | ±6.7% |
| Nov 06, 2026 | 18 | 48.0% | +1.0pt | ±8.5% |
| Nov 13, 2026 | 25 | 53.0% | +0.5pt | ±11.1% |
| Nov 20, 2026 | 32 | 48.1% | -0.3pt | ±11.4% |
| Nov 27, 2026 | 39 | 48.4% | -2.4pt | ±12.6% |
| Dec 18, 2026 | 60 | 47.3% | +0.3pt | ±15.2% |
| Jan 15, 2027 | 88 | 45.2% | -2.7pt | ±17.5% |
| Feb 19, 2027 | 123 | 44.7% | -0.5pt | ±20.6% |
| Mar 19, 2027 | 151 | 46.3% | -1.6pt | ±23.5% |
| May 21, 2027 | 214 | 45.6% | -1.7pt | ±27.5% |
| Jun 17, 2027 | 241 | 45.6% | -2.1pt | ±29.2% |
| Sep 17, 2027 | 333 | 45.6% | -2.0pt | ±34.1% |
| Dec 17, 2027 | 424 | 46.2% | -1.9pt | ±38.8% |
| Jan 21, 2028 | 459 | 46.3% | -1.5pt | ±40.3% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20