GILD волатильность 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.26.3%
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%
Спред IV − HV20
+1.7pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
31
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 18:35 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 31.5% | +4.4pt | ±1.4% |
| Sep 11, 2026 | 8 | 24.5% | +0.5pt | ±2.9% |
| Sep 18, 2026 | 15 | 25.9% | +0.9pt | ±4.3% |
| Sep 25, 2026 | 22 | 26.0% | +0.8pt | ±5.1% |
| Oct 02, 2026 | 29 | 26.4% | +1.3pt | ±6.0% |
| Oct 09, 2026 | 36 | 26.0% | +0.8pt | ±6.5% |
| Oct 16, 2026 | 43 | 27.2% | +1.6pt | ±7.5% |
| Oct 23, 2026 | 50 | 27.7% | -0.0pt | ±8.2% |
| Nov 20, 2026 | 78 | 30.4% | +1.9pt | ±11.2% |
| Dec 18, 2026 | 106 | 29.6% | +1.9pt | ±12.8% |
| Jan 15, 2027 | 134 | 29.7% | +2.4pt | ±14.3% |
| Feb 19, 2027 | 169 | 30.0% | +3.0pt | ±16.2% |
| Mar 19, 2027 | 197 | 29.7% | +2.8pt | ±17.3% |
| Jun 17, 2027 | 287 | 29.6% | +3.9pt | ±20.6% |
| Sep 17, 2027 | 379 | 29.6% | +3.1pt | ±23.5% |
| Dec 17, 2027 | 470 | 29.6% | +3.5pt | ±25.9% |
Улыбка волатильности — Sep 18, 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