COP 波动率 ConocoPhillips
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.32.4%
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.24.5%
HV6030.8%
IV − HV20价差
+7.9pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
35
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 已记录天数
Cboe delayed options data · 截至 06:35 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜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. | 隐含涨跌幅 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 38.4% | +0.2pt | ±3.3% |
| Oct 30, 2026 | 10 | 33.2% | -1.2pt | ±4.7% |
| Nov 06, 2026 | 17 | 36.4% | -0.8pt | ±6.5% |
| Nov 13, 2026 | 24 | 34.9% | +1.9pt | ±7.7% |
| Nov 20, 2026 | 31 | 32.0% | -0.1pt | ±7.8% |
| Nov 27, 2026 | 38 | 32.7% | -2.9pt | ±8.6% |
| Dec 18, 2026 | 59 | 31.3% | +0.2pt | ±10.2% |
| Jan 15, 2027 | 87 | 30.9% | +0.6pt | ±12.2% |
| Feb 19, 2027 | 122 | 31.1% | +1.1pt | ±14.5% |
| Mar 19, 2027 | 150 | 32.3% | -0.3pt | ±16.5% |
| May 21, 2027 | 213 | 32.2% | +0.0pt | ±19.5% |
| Jun 17, 2027 | 240 | 32.0% | +0.6pt | ±20.5% |
| Sep 17, 2027 | 332 | 30.7% | +1.0pt | ±22.9% |
| Dec 17, 2027 | 423 | 31.3% | +0.8pt | ±26.2% |
| Jan 21, 2028 | 458 | 31.6% | — | ±27.5% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20