FSLR волатильность First Solar, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.60.6%
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.52.4%
HV6051.5%
Спред IV − HV20
+8.2pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
81
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на Oct 19, 21:55 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 52.0% | -0.2pt | ±4.4% |
| Oct 30, 2026 | 11 | 75.2% | +0.6pt | ±10.5% |
| Nov 06, 2026 | 18 | 68.1% | +3.6pt | ±12.1% |
| Nov 13, 2026 | 25 | 62.7% | -0.0pt | ±13.1% |
| Nov 20, 2026 | 32 | 59.9% | -2.8pt | ±14.2% |
| Nov 27, 2026 | 39 | 57.4% | +0.1pt | ±14.9% |
| Dec 18, 2026 | 60 | 53.2% | -1.2pt | ±17.2% |
| Jan 15, 2027 | 88 | 51.5% | -0.1pt | ±20.1% |
| Mar 19, 2027 | 151 | 51.7% | -0.7pt | ±26.3% |
| Jun 17, 2027 | 241 | 51.7% | +0.4pt | ±33.1% |
| Sep 17, 2027 | 333 | 51.7% | +0.1pt | ±38.8% |
| Jan 21, 2028 | 459 | 50.7% | +0.1pt | ±44.4% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20