CL volatilità Colgate-Palmolive Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.16.6%
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.16.2%
HV6022.2%
Spread IV − HV20
+0.4pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
5
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 00:33 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 24.1% | -0.1pt | ±1.5% |
| Sep 11, 2026 | 9 | 20.4% | -2.3pt | ±2.6% |
| Sep 18, 2026 | 16 | 20.7% | -0.1pt | ±3.5% |
| Sep 25, 2026 | 23 | 17.1% | -2.0pt | ±3.5% |
| Oct 02, 2026 | 30 | 16.6% | -0.1pt | ±3.9% |
| Oct 09, 2026 | 37 | 19.1% | +0.2pt | ±4.9% |
| Oct 16, 2026 | 44 | 19.4% | -0.6pt | ±5.6% |
| Nov 20, 2026 | 79 | 22.5% | +2.1pt | ±8.4% |
| Dec 18, 2026 | 107 | 22.5% | +1.4pt | ±9.8% |
| Jan 15, 2027 | 135 | 22.2% | +2.0pt | ±10.9% |
| Feb 19, 2027 | 170 | 22.8% | +2.5pt | ±12.4% |
| Mar 19, 2027 | 198 | 22.7% | +1.4pt | ±13.4% |
| Jun 17, 2027 | 288 | 23.0% | +2.0pt | ±16.3% |
| Sep 17, 2027 | 380 | 23.1% | +2.2pt | ±18.6% |
| Jan 21, 2028 | 506 | 23.3% | +2.6pt | ±21.4% |
Volatility smile — Sep 18, 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