F volatilità Ford Motor Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.73.2%
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.23.0%
HV6030.6%
Spread IV − HV20
+50.2pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
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 12:37 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 | — | +1.0pt | — |
| Oct 30, 2026 | 10 | — | +2.8pt | — |
| Nov 06, 2026 | 17 | — | +0.8pt | — |
| Nov 13, 2026 | 24 | — | +1.2pt | — |
| Nov 20, 2026 | 31 | — | +0.1pt | — |
| Nov 27, 2026 | 38 | — | -0.9pt | — |
| Dec 18, 2026 | 59 | 73.2% | +0.9pt | ±37.6% |
| Jan 15, 2027 | 87 | — | +2.1pt | — |
| Mar 19, 2027 | 150 | — | +1.1pt | — |
| Jun 17, 2027 | 240 | — | -1.1pt | — |
| Sep 17, 2027 | 332 | — | +1.4pt | — |
| Dec 17, 2027 | 423 | — | +0.4pt | — |
| Jan 21, 2028 | 458 | — | -0.2pt | — |
Volatility smile — Dec 18, 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