D volatilitas Dominion Energy, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.18.8%
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.14.0%
HV6014.9%
Selisih IV − HV20
+4.7pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
11
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 03:40 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | 18.6% | +4.7pt | ±3.3% |
| Oct 16, 2026 | 44 | 18.8% | +1.8pt | ±5.3% |
| Dec 18, 2026 | 107 | 19.3% | +1.8pt | ±8.5% |
| Jan 15, 2027 | 135 | 19.9% | +2.4pt | ±9.7% |
| Mar 19, 2027 | 198 | 20.1% | +2.0pt | ±11.8% |
| Apr 16, 2027 | 226 | 21.3% | +3.4pt | ±13.1% |
| Jun 17, 2027 | 288 | 21.1% | +3.1pt | ±14.7% |
| Sep 17, 2027 | 380 | 21.5% | +2.0pt | ±16.9% |
| Jan 21, 2028 | 506 | 22.8% | -1.2pt | ±20.3% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20