DELL Volatilität Dell Technologies Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.64.5%
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.62.5%
HV6077.8%
IV − HV20-Spread
+2.0pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
85
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:36 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 73.8% | +4.2pt | ±6.5% |
| Oct 30, 2026 | 10 | 69.2% | +6.2pt | ±9.9% |
| Nov 06, 2026 | 17 | 67.3% | +5.5pt | ±12.3% |
| Nov 13, 2026 | 24 | 65.4% | +5.0pt | ±14.0% |
| Nov 20, 2026 | 31 | 64.4% | +3.8pt | ±15.5% |
| Nov 27, 2026 | 38 | 67.5% | +4.4pt | ±17.9% |
| Dec 18, 2026 | 59 | 66.6% | +2.7pt | ±21.8% |
| Jan 15, 2027 | 87 | 63.4% | +2.7pt | ±25.1% |
| Feb 19, 2027 | 122 | 61.9% | +1.3pt | ±28.9% |
| Mar 19, 2027 | 150 | 63.8% | +1.4pt | ±32.8% |
| Apr 16, 2027 | 178 | 62.9% | +1.0pt | ±35.2% |
| Jun 17, 2027 | 240 | 62.8% | +0.8pt | ±40.5% |
| Sep 17, 2027 | 332 | 63.3% | +0.5pt | ±47.5% |
| Dec 17, 2027 | 423 | 63.4% | — | ±53.2% |
| Jan 21, 2028 | 458 | 63.2% | — | ±55.0% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20