独立期权市场研究
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界面语言
DATA API

免费只读JSON接口,提供汇总指标,有频率限制。

FTNT 波动率 Fortinet, Inc.

IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.
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.55.0%
HV6044.0%
IV − HV20价差
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period. 0/60 已记录天数

Cboe delayed options data · 截至 15:34 UTC · 计算方法说明

IV期限结构

各上市到期日的平值隐含波动率,以剩余天数为横轴绘制。

到期时间DTEATM IV25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure.隐含涨跌幅
Sep 04, 2026 1
Sep 11, 2026 8
Sep 18, 2026 15
Sep 25, 2026 22
Oct 02, 2026 29
Oct 09, 2026 36
Oct 16, 2026 43
Oct 23, 2026 50
Nov 20, 2026 78
Dec 18, 2026 106
Jan 15, 2027 134
Mar 19, 2027 197
Jun 17, 2027 287
Sep 17, 2027 379
Jan 21, 2028 505

波动率微笑

各行权价的隐含波动率。向put倾斜(左侧更高)即为偏斜:下行保护的定价高于上行。

看涨期权看跌期权

隐含与已实现波动率,每日记录

43.0%47.3%51.6%55.9%Aug 31Sep 02
IV30HV20

非必需消费品

ABNB · Airbnb, Inc.AMZN · Amazon.com, Inc.AZO · AutoZone, Inc.BABA · Alibaba Group Holding…BBY · Best Buy Co., Inc.BYD · Boyd Gaming CorporationCAVA · CAVA Group, Inc.CCL · Carnival Corporation & plc

ETF

ARKK · ARK Innovation ETFBITO · ProShares Bitcoin ETFDIA · State Street SPDR Dow…EEM · iShares MSCI Emerging…EFA · iShares MSCI EAFE ETFEWZ · iShares MSCI Brazil ETFFXI · iShares China Large-Cap ETFGDX · VanEck Gold Miners ETF

科技

AAPL · Apple Inc.ADBE · Adobe Inc.AI · C3.ai, Inc.AMAT · Applied Materials, Inc.AMD · Advanced Micro Device…APP · AppLovin CorporationARM · Arm Holdings plc Amer…ASML · ASML Holding N.V.

金融服务

AFRM · Affirm Holdings, Inc.ALL · The Allstate CorporationALLY · Ally Financial Inc.AXP · American Express CompanyBAC · Bank of America CorporationBLK · BlackRock, Inc.BX · Blackstone Inc.C · Citigroup Inc.

工业

AAL · American Airlines Gro…BA · The Boeing CompanyCAT · Caterpillar Inc.CMI · Cummins Inc.DAL · Delta Air Lines, Inc.DE · Deere & CompanyEMR · Emerson Electric Co.ETN · Eaton Corporation plc

能源

BKR · Baker Hughes CompanyCCJ · Cameco CorporationCOP · ConocoPhillipsCVX · Chevron CorporationDVN · Devon Energy CorporationENPH · Enphase Energy, Inc.EOG · EOG Resources, Inc.ET · Energy Transfer LP