CLF волатильность Cleveland-Cliffs Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.66.3%
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.78.1%
HV6061.4%
Спред IV − HV20
-11.8pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
87
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 00:35 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 91.4% | -10.5pt | ±7.5% |
| Oct 30, 2026 | 11 | 77.0% | -14.7pt | ±10.7% |
| Nov 06, 2026 | 18 | 68.2% | -3.6pt | ±12.5% |
| Nov 13, 2026 | 25 | 65.7% | -8.3pt | ±13.7% |
| Nov 20, 2026 | 32 | 66.4% | -2.5pt | ±15.6% |
| Nov 27, 2026 | 39 | 64.4% | -0.6pt | ±16.7% |
| Dec 18, 2026 | 60 | 60.1% | -2.4pt | ±19.3% |
| Jan 15, 2027 | 88 | 58.3% | -2.5pt | ±22.7% |
| Mar 19, 2027 | 151 | 64.0% | -4.6pt | ±32.4% |
| Apr 16, 2027 | 179 | 61.4% | -2.4pt | ±33.8% |
| Jun 17, 2027 | 241 | 63.3% | +0.8pt | ±40.3% |
| Sep 17, 2027 | 333 | 63.1% | — | ±48.3% |
| Dec 17, 2027 | 424 | 63.3% | -0.8pt | ±54.1% |
| Jan 21, 2028 | 459 | 62.6% | +0.2pt | ±56.3% |
Улыбка волатильности — Oct 30, 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