COST волатильность Costco Wholesale Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.24.7%
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.19.7%
HV6020.8%
Спред IV − HV20
+4.9pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
26
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 09:33 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 26.3% | +0.9pt | ±1.6% |
| Sep 11, 2026 | 8 | 20.6% | +0.7pt | ±2.6% |
| Sep 18, 2026 | 15 | 21.6% | +0.0pt | ±3.6% |
| Sep 25, 2026 | 22 | 25.4% | +0.4pt | ±5.1% |
| Oct 02, 2026 | 29 | 24.8% | +0.6pt | ±5.7% |
| Oct 09, 2026 | 36 | 24.1% | +0.9pt | ±6.2% |
| Oct 16, 2026 | 43 | 23.6% | +1.1pt | ±6.6% |
| Nov 20, 2026 | 78 | 22.9% | +1.3pt | ±8.5% |
| Dec 18, 2026 | 106 | 23.6% | +1.0pt | ±10.3% |
| Jan 15, 2027 | 134 | 23.2% | +0.3pt | ±11.4% |
| Feb 19, 2027 | 169 | 23.1% | +0.7pt | ±12.7% |
| Mar 19, 2027 | 197 | 23.7% | +1.3pt | ±14.1% |
| Apr 16, 2027 | 225 | 23.8% | +0.5pt | ±15.2% |
| Jun 17, 2027 | 287 | 24.5% | +1.4pt | ±17.6% |
| Sep 17, 2027 | 379 | 24.5% | +0.7pt | ±20.2% |
| Jan 21, 2028 | 505 | 25.3% | +0.4pt | ±24.0% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20