DUK volatilité 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%
Écart IV − HV20
-1.3pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
5
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 15:34 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 15.6% | +0.0pt | ±2.7% |
| Oct 16, 2026 | 43 | 16.8% | +1.9pt | ±4.7% |
| Dec 18, 2026 | 106 | 18.0% | +2.4pt | ±7.9% |
| Jan 15, 2027 | 134 | 18.4% | +1.6pt | ±8.4% |
| Mar 19, 2027 | 197 | 17.6% | +2.9pt | ±10.4% |
| Apr 16, 2027 | 225 | 18.8% | +4.0pt | ±11.8% |
| Jun 17, 2027 | 287 | 18.6% | +2.8pt | ±13.1% |
| Sep 17, 2027 | 379 | 18.8% | +2.3pt | ±15.0% |
| Jan 21, 2028 | 505 | 19.3% | +3.2pt | ±16.7% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20