DVN волатильность 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.32.0%
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.31.1%
HV6035.9%
Спред IV − HV20
+0.8pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
49
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 15:34 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 56.1% | -5.2pt | ±1.2% |
| Sep 11, 2026 | 7 | 28.5% | +0.3pt | ±3.2% |
| Sep 18, 2026 | 14 | 32.6% | -0.3pt | ±5.3% |
| Sep 25, 2026 | 21 | 31.5% | +0.1pt | ±6.1% |
| Oct 02, 2026 | 28 | 31.7% | +0.4pt | ±7.1% |
| Oct 09, 2026 | 35 | 32.5% | -1.6pt | ±8.1% |
| Oct 16, 2026 | 42 | 32.5% | -0.2pt | ±8.8% |
| Oct 23, 2026 | 49 | 32.5% | -0.8pt | ±9.5% |
| Nov 20, 2026 | 77 | 34.3% | +0.3pt | ±12.5% |
| Dec 18, 2026 | 105 | 34.1% | +0.4pt | ±14.6% |
| Jan 15, 2027 | 133 | 34.1% | +0.5pt | ±16.3% |
| Mar 19, 2027 | 196 | 34.2% | +0.7pt | ±19.8% |
| Apr 16, 2027 | 224 | 34.6% | +0.2pt | ±21.3% |
| Jun 17, 2027 | 286 | 35.3% | +0.8pt | ±24.4% |
| Sep 17, 2027 | 378 | 36.1% | +1.3pt | ±28.4% |
| Jan 21, 2028 | 504 | 35.8% | -1.1pt | ±32.0% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20