EQIX volatility Equinix, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.36.1%
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.25.0%
HV6028.5%
IV − HV20 spread
+11.1pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
41
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 18:36 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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. | Implied move |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 36.1% | +0.2pt | ±8.7% |
| Dec 18, 2026 | 60 | 32.3% | +1.9pt | ±10.5% |
| Jan 15, 2027 | 88 | 30.9% | +2.2pt | ±12.1% |
| Feb 19, 2027 | 123 | 31.5% | +2.1pt | ±14.6% |
| Mar 19, 2027 | 151 | 31.4% | +3.3pt | ±16.0% |
| Jun 17, 2027 | 241 | 31.0% | +3.3pt | ±19.8% |
| Sep 17, 2027 | 333 | 30.8% | +3.8pt | ±23.0% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20