FCX volatilidade 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.46.1%
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%
Spread IV − HV20
-0.7pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
75
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 15:34 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 55.5% | +7.0pt | ±2.6% |
| Sep 11, 2026 | 8 | 41.9% | +1.3pt | ±5.0% |
| Sep 18, 2026 | 15 | 44.6% | +3.9pt | ±7.3% |
| Sep 25, 2026 | 22 | 44.5% | +3.3pt | ±8.8% |
| Oct 02, 2026 | 29 | 46.1% | +1.9pt | ±10.4% |
| Oct 09, 2026 | 36 | 45.9% | +1.1pt | ±11.6% |
| Oct 16, 2026 | 43 | 46.1% | +0.7pt | ±12.7% |
| Oct 23, 2026 | 50 | 47.2% | -4.8pt | ±14.0% |
| Nov 20, 2026 | 78 | 49.0% | +1.6pt | ±18.0% |
| Dec 18, 2026 | 106 | 47.3% | +1.0pt | ±20.2% |
| Jan 15, 2027 | 134 | 47.8% | +0.4pt | ±23.0% |
| Feb 19, 2027 | 169 | 45.9% | +1.0pt | ±24.8% |
| Mar 19, 2027 | 197 | 48.1% | -0.9pt | ±27.9% |
| Jun 17, 2027 | 287 | 47.1% | -0.3pt | ±32.9% |
| Sep 17, 2027 | 379 | 47.4% | — | ±37.8% |
| Jan 21, 2028 | 505 | 48.2% | — | ±43.9% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20