CVS volatilidad CVS Health Corp.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.26.6%
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.25.7%
HV6027.0%
Diferencial IV − HV20
+0.9pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
32
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 días registrados
Cboe delayed options data · a fecha de 21:49 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 28.4% | -3.0pt | ±1.2% |
| Sep 11, 2026 | 8 | 23.9% | -0.3pt | ±2.8% |
| Sep 18, 2026 | 15 | 25.3% | +5.4pt | ±4.1% |
| Sep 25, 2026 | 22 | 26.0% | -0.0pt | ±5.1% |
| Oct 02, 2026 | 29 | 26.1% | -1.1pt | ±5.9% |
| Oct 09, 2026 | 36 | 28.8% | +0.7pt | ±7.2% |
| Oct 16, 2026 | 43 | 27.5% | +0.2pt | ±7.6% |
| Oct 23, 2026 | 50 | 26.7% | +1.6pt | ±8.1% |
| Nov 20, 2026 | 78 | 31.0% | +2.3pt | ±11.5% |
| Dec 18, 2026 | 106 | 30.1% | +1.5pt | ±13.0% |
| Jan 15, 2027 | 134 | 30.1% | +2.1pt | ±14.6% |
| Feb 19, 2027 | 169 | 31.0% | +2.0pt | ±16.7% |
| Mar 19, 2027 | 197 | 30.6% | +0.0pt | ±17.8% |
| Jun 17, 2027 | 287 | 31.3% | +0.6pt | ±21.8% |
| Sep 17, 2027 | 379 | 30.8% | +0.3pt | ±24.5% |
| Jan 21, 2028 | 505 | 32.1% | +2.4pt | ±29.0% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20