GILD volatilidade Gilead Sciences, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.25.3%
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.24.7%
HV6030.3%
Spread IV − HV20
+0.6pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
28
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 12:35 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 | 31.3% | +2.2pt | ±1.9% |
| Sep 11, 2026 | 8 | 27.3% | +5.1pt | ±3.4% |
| Sep 18, 2026 | 15 | 25.1% | +3.5pt | ±4.3% |
| Sep 25, 2026 | 22 | 25.2% | +0.6pt | ±5.1% |
| Oct 02, 2026 | 29 | 24.9% | +3.6pt | ±5.7% |
| Oct 09, 2026 | 36 | 26.9% | +0.1pt | ±6.9% |
| Oct 16, 2026 | 43 | 27.4% | +0.9pt | ±7.6% |
| Nov 20, 2026 | 78 | 30.6% | +2.3pt | ±11.3% |
| Dec 18, 2026 | 106 | 28.7% | +0.8pt | ±12.5% |
| Jan 15, 2027 | 134 | 29.5% | +2.8pt | ±14.2% |
| Feb 19, 2027 | 169 | 30.1% | +2.9pt | ±16.3% |
| Mar 19, 2027 | 197 | 30.2% | +4.1pt | ±17.6% |
| Jun 17, 2027 | 287 | 29.9% | +3.8pt | ±20.9% |
| Sep 17, 2027 | 379 | 29.5% | +3.2pt | ±23.5% |
| Dec 17, 2027 | 470 | 29.6% | +3.0pt | ±26.0% |
| Jan 21, 2028 | 505 | 29.4% | +4.1pt | ±26.7% |
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