CEG волатильность 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.40.0%
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.30.8%
HV6035.3%
Спред IV − HV20
+9.2pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
65
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 09:33 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 47.9% | +11.9pt | ±2.8% |
| Sep 11, 2026 | 8 | 37.6% | -0.9pt | ±4.7% |
| Sep 18, 2026 | 15 | 40.5% | +1.5pt | ±6.8% |
| Sep 25, 2026 | 22 | 39.5% | -0.1pt | ±7.9% |
| Oct 02, 2026 | 29 | 39.8% | -0.5pt | ±9.1% |
| Oct 09, 2026 | 36 | 41.2% | -0.6pt | ±10.5% |
| Oct 16, 2026 | 43 | 39.7% | +0.4pt | ±11.0% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 43.3% | -1.8pt | ±16.0% |
| Dec 18, 2026 | 106 | 42.9% | -0.9pt | ±18.5% |
| Jan 15, 2027 | 134 | 42.4% | +0.5pt | ±20.5% |
| Feb 19, 2027 | 169 | 43.4% | -0.6pt | ±23.5% |
| Mar 19, 2027 | 197 | 43.8% | +0.2pt | ±25.4% |
| Jun 17, 2027 | 287 | 43.8% | -0.1pt | ±30.6% |
| Sep 17, 2027 | 379 | 44.0% | — | ±35.1% |
| Dec 17, 2027 | 470 | 44.4% | -0.9pt | ±39.2% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20