GEV volatilidad GE Vernova Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.42.8%
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.40.2%
HV6058.9%
Diferencial IV − HV20
+2.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
70
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 días registrados
Cboe delayed options data · a fecha de 21:51 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 51.3% | +6.3pt | ±2.2% |
| Sep 11, 2026 | 8 | 42.4% | +2.4pt | ±5.1% |
| Sep 18, 2026 | 15 | 43.7% | +1.9pt | ±7.1% |
| Sep 25, 2026 | 22 | 44.0% | -0.1pt | ±8.7% |
| Oct 02, 2026 | 29 | 42.5% | +0.7pt | ±9.6% |
| Oct 09, 2026 | 36 | 44.2% | +1.7pt | ±11.1% |
| Oct 16, 2026 | 43 | 44.4% | +0.3pt | ±12.2% |
| Oct 23, 2026 | 50 | 44.3% | — | ±13.1% |
| Nov 20, 2026 | 78 | 48.3% | -0.4pt | ±17.8% |
| Dec 18, 2026 | 106 | 48.4% | -0.2pt | ±20.7% |
| Jan 15, 2027 | 134 | 48.2% | +0.2pt | ±23.2% |
| Mar 19, 2027 | 197 | 48.8% | +0.0pt | ±28.3% |
| Apr 16, 2027 | 225 | 48.7% | -0.7pt | ±30.2% |
| Jun 17, 2027 | 287 | 49.9% | -0.7pt | ±34.8% |
| Sep 17, 2027 | 379 | 50.7% | +0.4pt | ±40.4% |
| Dec 17, 2027 | 470 | 51.4% | — | ±45.4% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20