FCX volatilitas 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.47.1%
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.46.8%
HV6048.9%
Selisih IV − HV20
+0.3pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 12:34 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 52.4% | -1.9pt | ±3.3% |
| Sep 11, 2026 | 8 | 43.2% | +1.9pt | ±5.7% |
| Sep 18, 2026 | 15 | 45.0% | -1.1pt | ±7.6% |
| Sep 25, 2026 | 22 | 43.1% | +1.1pt | ±8.7% |
| Oct 02, 2026 | 29 | 47.6% | +1.1pt | ±10.9% |
| Oct 09, 2026 | 36 | 44.5% | +1.3pt | ±11.3% |
| Oct 16, 2026 | 43 | 46.4% | +0.3pt | ±12.8% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 48.4% | -1.0pt | ±17.9% |
| Dec 18, 2026 | 106 | 48.5% | -0.2pt | ±20.8% |
| Jan 15, 2027 | 134 | 47.6% | +0.6pt | ±22.9% |
| Feb 19, 2027 | 169 | 46.8% | +0.1pt | ±25.2% |
| Mar 19, 2027 | 197 | 48.1% | +2.6pt | ±27.9% |
| Jun 17, 2027 | 287 | 47.9% | +0.6pt | ±33.3% |
| Sep 17, 2027 | 379 | 48.0% | — | ±38.1% |
| Jan 21, 2028 | 505 | 47.3% | — | ±43.0% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20