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.37.2%
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.26.0%
HV6025.3%
Spread IV − HV20
+11.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
47
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.
29/60 dias registrados
Cboe delayed options data · em 09:37 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 34.3% | +2.8pt | ±2.9% |
| Oct 30, 2026 | 10 | 47.3% | -0.7pt | ±6.6% |
| Nov 06, 2026 | 17 | 39.7% | +6.4pt | ±7.1% |
| Nov 13, 2026 | 24 | 37.4% | +7.2pt | ±7.8% |
| Nov 20, 2026 | 31 | 37.2% | +5.6pt | ±8.8% |
| Nov 27, 2026 | 38 | 34.1% | +0.4pt | ±8.9% |
| Dec 18, 2026 | 59 | 32.5% | +2.0pt | ±10.7% |
| Jan 15, 2027 | 87 | 31.3% | +3.5pt | ±12.3% |
| Feb 19, 2027 | 122 | 32.0% | +3.4pt | ±14.9% |
| Mar 19, 2027 | 150 | 31.6% | +1.9pt | ±16.2% |
| May 21, 2027 | 213 | 31.7% | +3.7pt | ±19.3% |
| Jun 17, 2027 | 240 | 31.7% | +3.1pt | ±20.4% |
| Sep 17, 2027 | 332 | 31.4% | +3.2pt | ±23.6% |
| Dec 17, 2027 | 423 | 31.7% | +3.5pt | ±26.6% |
| Jan 21, 2028 | 458 | 31.2% | +3.1pt | ±27.1% |
Sorriso de volatilidade — Nov 20, 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