DVN volatilidade Devon 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.32.6%
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.31.5%
HV6036.2%
Spread IV − HV20
+1.1pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
50
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 18:34 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 42.8% | -0.2pt | ±2.0% |
| Sep 11, 2026 | 8 | 33.0% | -0.1pt | ±4.0% |
| Sep 18, 2026 | 15 | 32.8% | -3.3pt | ±5.5% |
| Sep 25, 2026 | 22 | 32.3% | -3.0pt | ±6.4% |
| Oct 02, 2026 | 29 | 32.5% | -1.0pt | ±7.4% |
| Oct 09, 2026 | 36 | 33.0% | -1.7pt | ±8.3% |
| Oct 16, 2026 | 43 | 33.3% | -0.3pt | ±9.5% |
| Oct 23, 2026 | 50 | 33.4% | -1.2pt | ±9.9% |
| Nov 20, 2026 | 78 | 34.4% | -0.4pt | ±13.0% |
| Dec 18, 2026 | 106 | 34.4% | -0.4pt | ±15.1% |
| Jan 15, 2027 | 134 | 34.6% | -0.2pt | ±16.9% |
| Mar 19, 2027 | 197 | 34.9% | +0.0pt | ±20.5% |
| Apr 16, 2027 | 225 | 34.7% | +0.0pt | ±21.7% |
| Jun 17, 2027 | 287 | 35.1% | +0.3pt | ±24.7% |
| Sep 17, 2027 | 379 | 35.5% | +0.8pt | ±28.3% |
| Jan 21, 2028 | 505 | 35.5% | +0.6pt | ±32.2% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20