CMI volatilità 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.31.2%
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.20.8%
HV6038.4%
Spread IV − HV20
+10.5pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
47
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 giorni registrati
Cboe delayed options data · aggiornato al 21:49 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 29.9% | -0.4pt | ±4.9% |
| Oct 16, 2026 | 43 | 31.6% | +0.4pt | ±8.7% |
| Dec 18, 2026 | 106 | 35.9% | +2.5pt | ±15.5% |
| Mar 19, 2027 | 197 | 36.2% | +2.9pt | ±21.1% |
| Jun 17, 2027 | 287 | 36.2% | +2.8pt | ±25.3% |
| Sep 17, 2027 | 379 | 36.8% | +3.0pt | ±29.4% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20