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.35.6%
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.21.1%
HV6026.7%
IV − HV20 spread
+14.5pt
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.
29/60 days recorded
Cboe delayed options data · as of 12:36 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 | 31 | 35.6% | +3.3pt | ±8.6% |
| Dec 18, 2026 | 59 | 32.3% | +3.4pt | ±10.5% |
| Jan 15, 2027 | 87 | 30.9% | +3.6pt | ±12.2% |
| Feb 19, 2027 | 122 | 31.3% | +3.1pt | ±14.5% |
| Mar 19, 2027 | 150 | 31.4% | +3.5pt | ±16.1% |
| Jun 17, 2027 | 240 | 31.1% | +3.8pt | ±20.0% |
| Sep 17, 2027 | 332 | 30.9% | +3.6pt | ±23.1% |
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