CMI volatility Cummins Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.40.4%
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.21.8%
HV6027.4%
IV − HV20 स्प्रेड
+18.6pt
यूनिवर्स पर्सेंटाइलWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
54
स्वयं-इतिहास पर्सेंटाइलWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 दिन रिकॉर्ड किए गए
Cboe delayed options data · के अनुसार 09:35 UTC · इनकी गणना कैसे की जाती है
IV टर्म स्ट्रक्चर
प्रत्येक सूचीबद्ध एक्सपायरी के लिए at-the-money इम्प्लाइड वोलैटिलिटी, शेष दिनों के अनुसार प्लॉट की गई।
| समाप्त होती है | DTE | ATM IV | 25Δ स्क्यूThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 40.4% | +1.8pt | ±9.7% |
| Dec 18, 2026 | 59 | 36.4% | +2.4pt | ±11.8% |
| Mar 19, 2027 | 150 | 35.1% | +3.2pt | ±17.9% |
| Jun 17, 2027 | 240 | 35.2% | +2.9pt | ±22.5% |
| Sep 17, 2027 | 332 | 35.6% | +3.2pt | ±26.5% |
वोलैटिलिटी स्माइल — Nov 20, 2026
strike के अनुसार implied volatility। puts की ओर झुकाव (बाईं ओर अधिक) skew है: downside protection की कीमत upside से अधिक।
callsputs
Implied बनाम realized, दैनिक रिकॉर्ड
IV30HV20