CRM volatilità Salesforce, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.37.8%
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.79.5%
HV6059.2%
Spread IV − HV20
-41.7pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 18:33 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 04, 2026 | 1 | 46.9% | +0.2pt | ±2.1% |
| Sep 11, 2026 | 8 | 37.7% | -0.8pt | ±4.5% |
| Sep 18, 2026 | 15 | 38.3% | +0.3pt | ±6.2% |
| Sep 25, 2026 | 22 | 38.1% | +1.4pt | ±7.5% |
| Oct 02, 2026 | 29 | 37.8% | +1.1pt | ±8.5% |
| Oct 09, 2026 | 36 | 37.9% | +3.2pt | ±9.5% |
| Oct 16, 2026 | 43 | 37.8% | +0.8pt | ±10.5% |
| Oct 23, 2026 | 50 | 38.4% | +1.6pt | ±11.3% |
| Nov 20, 2026 | 78 | 38.9% | +0.7pt | ±14.5% |
| Dec 18, 2026 | 106 | 42.5% | +1.4pt | ±18.3% |
| Jan 15, 2027 | 134 | 41.9% | +1.2pt | ±20.3% |
| Feb 19, 2027 | 169 | 42.5% | +1.7pt | ±22.9% |
| Mar 19, 2027 | 197 | 42.6% | +1.8pt | ±25.0% |
| Jun 17, 2027 | 287 | 43.9% | +1.4pt | ±30.7% |
| Sep 17, 2027 | 379 | 44.0% | — | ±35.3% |
| Dec 17, 2027 | 470 | 44.8% | — | ±39.7% |
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