CI ボラティリティ Cigna Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.26.2%
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.22.7%
HV6028.0%
IV − HV20スプレッド
+3.5pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
31
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 日分記録済み
Cboe delayed options data · 基準日時： 15:33 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 30.2% | +8.7pt | ±1.8% |
| Sep 11, 2026 | 8 | 23.0% | +5.2pt | ±3.0% |
| Sep 18, 2026 | 15 | 26.3% | +4.8pt | ±4.4% |
| Sep 25, 2026 | 22 | 26.5% | +3.1pt | ±5.4% |
| Oct 02, 2026 | 29 | 26.2% | +2.0pt | ±6.1% |
| Oct 09, 2026 | 36 | 26.3% | +3.3pt | ±6.8% |
| Oct 16, 2026 | 43 | 27.2% | +2.9pt | ±7.5% |
| Dec 18, 2026 | 106 | 29.8% | +2.2pt | ±12.8% |
| Jan 15, 2027 | 134 | 29.8% | +3.0pt | ±14.4% |
| Mar 19, 2027 | 197 | 30.4% | +3.1pt | ±17.7% |
| Apr 16, 2027 | 225 | 30.2% | +3.3pt | ±18.7% |
| Jun 17, 2027 | 287 | 31.0% | +3.0pt | ±21.6% |
| Sep 17, 2027 | 379 | 31.5% | +2.5pt | ±25.0% |
| Jan 21, 2028 | 505 | 31.9% | +3.8pt | ±28.9% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20