CMCSA volatilité Comcast Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.28.7%
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.25.9%
HV6034.4%
Écart IV − HV20
+2.8pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
40
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.
4/60 jours enregistrés
Cboe delayed options data · au 18:33 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 | 0 | 48.6% | +22.0pt | ±1.1% |
| Sep 11, 2026 | 7 | 29.3% | -1.5pt | ±3.3% |
| Sep 18, 2026 | 14 | 24.9% | -2.3pt | ±4.0% |
| Sep 25, 2026 | 21 | 27.3% | -3.2pt | ±5.5% |
| Oct 02, 2026 | 28 | 27.6% | -1.9pt | ±6.3% |
| Oct 09, 2026 | 35 | 30.7% | -7.2pt | ±8.3% |
| Oct 16, 2026 | 42 | 28.1% | -0.0pt | ±8.2% |
| Oct 23, 2026 | 49 | 30.9% | -5.3pt | ±9.4% |
| Dec 18, 2026 | 105 | 32.6% | +0.4pt | ±13.8% |
| Jan 15, 2027 | 133 | 30.8% | +1.6pt | ±15.0% |
| Mar 19, 2027 | 196 | 31.3% | +1.6pt | ±18.3% |
| Apr 16, 2027 | 224 | 31.8% | +2.0pt | ±19.9% |
| Jun 17, 2027 | 286 | 32.4% | +2.4pt | ±23.0% |
| Sep 17, 2027 | 378 | 34.1% | +2.9pt | ±26.3% |
| Dec 17, 2027 | 469 | 34.3% | +1.8pt | ±30.2% |
| Jan 21, 2028 | 504 | 36.3% | +0.4pt | ±32.8% |
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