CMCSA ボラティリティ 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.22.9%
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.26.1%
HV6034.4%
IV − HV20スプレッド
-3.3pt
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).
19
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： 03:33 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 | 2 | 25.5% | +2.2pt | ±1.6% |
| Sep 11, 2026 | 9 | 27.6% | +3.6pt | ±3.5% |
| Sep 18, 2026 | 16 | 25.7% | -0.2pt | ±4.3% |
| Sep 25, 2026 | 23 | 27.2% | +1.4pt | ±5.5% |
| Oct 02, 2026 | 30 | 22.9% | +3.4pt | ±5.3% |
| Oct 09, 2026 | 37 | 28.8% | -0.6pt | ±7.8% |
| Oct 16, 2026 | 44 | 27.0% | +1.9pt | ±7.8% |
| Dec 18, 2026 | 107 | 30.9% | +3.3pt | ±13.6% |
| Jan 15, 2027 | 135 | 29.2% | +1.7pt | ±14.7% |
| Mar 19, 2027 | 198 | 32.7% | +0.5pt | ±19.0% |
| Apr 16, 2027 | 226 | 32.9% | +2.3pt | ±20.5% |
| Jun 17, 2027 | 288 | 34.8% | +0.5pt | ±24.4% |
| Sep 17, 2027 | 380 | 36.9% | +0.6pt | ±28.3% |
| Dec 17, 2027 | 471 | 30.2% | +0.7pt | ±26.5% |
| Jan 21, 2028 | 506 | 30.4% | +5.0pt | ±27.4% |
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