COP Volatilität ConocoPhillips
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.27.0%
HV6031.3%
IV − HV20-Spread
+1.7pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
39
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 29.7% | +0.1pt | ±1.3% |
| Sep 11, 2026 | 7 | 26.0% | +0.7pt | ±3.1% |
| Sep 18, 2026 | 14 | 27.6% | +0.3pt | ±4.5% |
| Sep 25, 2026 | 21 | 28.2% | +1.5pt | ±5.6% |
| Oct 02, 2026 | 28 | 28.7% | +0.5pt | ±6.5% |
| Oct 09, 2026 | 35 | 28.6% | -0.3pt | ±7.2% |
| Oct 16, 2026 | 42 | 29.5% | +0.9pt | ±8.1% |
| Oct 23, 2026 | 49 | 29.5% | -0.2pt | ±8.8% |
| Nov 20, 2026 | 77 | 30.8% | +0.5pt | ±11.5% |
| Dec 18, 2026 | 105 | 31.6% | +0.5pt | ±13.5% |
| Jan 15, 2027 | 133 | 31.0% | +1.2pt | ±15.0% |
| Feb 19, 2027 | 168 | 31.9% | +0.2pt | ±17.3% |
| Mar 19, 2027 | 196 | 31.1% | +0.9pt | ±18.1% |
| Jun 17, 2027 | 286 | 31.4% | +2.6pt | ±21.8% |
| Sep 17, 2027 | 378 | 31.1% | +2.0pt | ±24.6% |
| Dec 17, 2027 | 469 | 31.4% | +1.1pt | ±27.5% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20