FCX volatilité Freeport-McMoRan Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.47.8%
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.30.1%
HV6041.9%
Écart IV − HV20
+17.6pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
67
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 12:37 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 54.2% | +3.6pt | ±4.7% |
| Oct 30, 2026 | 10 | 53.3% | +2.1pt | ±7.5% |
| Nov 06, 2026 | 17 | 56.4% | +3.5pt | ±10.1% |
| Nov 13, 2026 | 24 | 48.9% | +4.4pt | ±10.3% |
| Nov 20, 2026 | 31 | 47.6% | +2.6pt | ±11.4% |
| Nov 27, 2026 | 38 | 47.3% | +2.1pt | ±12.4% |
| Dec 18, 2026 | 59 | 45.4% | +1.2pt | ±14.8% |
| Jan 15, 2027 | 87 | 45.0% | +0.4pt | ±17.8% |
| Feb 19, 2027 | 122 | 44.8% | +0.8pt | ±20.9% |
| Mar 19, 2027 | 150 | 45.0% | +0.8pt | ±23.2% |
| Apr 16, 2027 | 178 | 45.7% | -2.9pt | ±25.6% |
| May 21, 2027 | 213 | 46.3% | -2.8pt | ±28.3% |
| Jun 17, 2027 | 240 | 45.8% | -1.9pt | ±29.7% |
| Sep 17, 2027 | 332 | 46.3% | -3.6pt | ±35.0% |
| Jan 21, 2028 | 458 | 46.4% | — | ±40.8% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20