EL volatilità The Estée Lauder Companies Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.51.8%
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.37.8%
HV6045.4%
Spread IV − HV20
+14.1pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
72
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.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 06:36 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 41.1% | +3.7pt | ±3.5% |
| Oct 30, 2026 | 10 | 38.1% | +6.3pt | ±5.3% |
| Nov 06, 2026 | 17 | 61.3% | +1.1pt | ±10.9% |
| Nov 13, 2026 | 24 | 58.1% | +5.2pt | ±12.1% |
| Nov 20, 2026 | 31 | 51.0% | -0.7pt | ±12.1% |
| Nov 27, 2026 | 38 | 49.4% | +6.2pt | ±12.9% |
| Dec 18, 2026 | 59 | 43.6% | -0.1pt | ±14.0% |
| Jan 15, 2027 | 87 | 39.3% | +4.8pt | ±15.4% |
| Mar 19, 2027 | 150 | 41.8% | +4.7pt | ±21.2% |
| Apr 16, 2027 | 178 | 42.7% | +2.4pt | ±23.6% |
| Jun 17, 2027 | 240 | 42.9% | +4.8pt | ±27.4% |
| Sep 17, 2027 | 332 | 43.3% | — | ±32.2% |
| Jan 21, 2028 | 458 | 44.5% | +4.9pt | ±38.6% |
Volatility smile — Nov 20, 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