CL volatilité 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.19.9%
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%
Écart IV − HV20
+3.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
12
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 03:33 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 24.0% | +0.2pt | ±1.4% |
| Sep 11, 2026 | 9 | 20.2% | -3.1pt | ±2.6% |
| Sep 18, 2026 | 16 | 19.1% | -3.1pt | ±3.2% |
| Sep 25, 2026 | 23 | 19.0% | -5.2pt | ±3.9% |
| Oct 02, 2026 | 30 | 19.9% | +3.1pt | ±4.6% |
| Oct 09, 2026 | 37 | 21.1% | +0.7pt | ±5.4% |
| Oct 16, 2026 | 44 | 20.6% | -1.6pt | ±5.9% |
| Nov 20, 2026 | 79 | 22.0% | +0.8pt | ±8.2% |
| Dec 18, 2026 | 107 | 24.2% | -0.4pt | ±10.5% |
| Jan 15, 2027 | 135 | 21.8% | +0.3pt | ±10.7% |
| Feb 19, 2027 | 170 | 22.2% | +1.2pt | ±12.0% |
| Mar 19, 2027 | 198 | 23.7% | +2.2pt | ±13.9% |
| Jun 17, 2027 | 288 | 23.4% | +1.8pt | ±16.4% |
| Sep 17, 2027 | 380 | 23.8% | +4.2pt | ±19.0% |
| Jan 21, 2028 | 506 | 22.6% | +2.1pt | ±20.8% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20