DUK volatilità Duke Energy Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.16.5%
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.17.8%
HV6018.7%
Spread IV − HV20
-1.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
5
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 00:34 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 18, 2026 | 16 | 15.6% | +0.0pt | ±2.7% |
| Oct 16, 2026 | 44 | 16.8% | +1.9pt | ±4.7% |
| Dec 18, 2026 | 107 | 18.0% | +2.4pt | ±7.9% |
| Jan 15, 2027 | 135 | 18.4% | +1.6pt | ±8.4% |
| Mar 19, 2027 | 198 | 17.6% | +2.9pt | ±10.4% |
| Apr 16, 2027 | 226 | 18.8% | +4.0pt | ±11.8% |
| Jun 17, 2027 | 288 | 18.6% | +2.8pt | ±13.1% |
| Sep 17, 2027 | 380 | 18.8% | +2.3pt | ±15.0% |
| Jan 21, 2028 | 506 | 19.3% | +3.2pt | ±16.7% |
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