ENPH волатильность Enphase Energy, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.80.1%
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.49.7%
HV6053.8%
Спред IV − HV20
+30.4pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
94
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 18:37 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 69.1% | +2.9pt | ±5.1% |
| Oct 30, 2026 | 10 | 109.9% | +2.0pt | ±14.6% |
| Nov 06, 2026 | 17 | 94.5% | +0.6pt | ±16.3% |
| Nov 13, 2026 | 24 | 82.9% | -0.6pt | ±17.0% |
| Nov 20, 2026 | 31 | 79.7% | +3.2pt | ±18.5% |
| Nov 27, 2026 | 38 | 74.2% | +1.9pt | ±19.1% |
| Dec 18, 2026 | 59 | 70.1% | -0.4pt | ±22.4% |
| Jan 15, 2027 | 87 | 66.5% | -3.8pt | ±25.6% |
| Feb 19, 2027 | 122 | 69.7% | -2.1pt | ±31.4% |
| May 21, 2027 | 213 | 70.1% | — | ±41.2% |
| Jun 17, 2027 | 240 | 69.0% | -2.2pt | ±42.9% |
| Jan 21, 2028 | 458 | 70.8% | -0.7pt | ±59.2% |
Улыбка волатильности — Nov 20, 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