GIS volatilidad General Mills, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.29.7%
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.29.8%
HV6035.5%
Diferencial IV − HV20
-0.1pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
41
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.
3/60 días registrados
Cboe delayed options data · a fecha de 00:35 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 18, 2026 | 16 | 27.6% | -2.3pt | ±4.8% |
| Oct 16, 2026 | 44 | 30.4% | -1.1pt | ±8.8% |
| Dec 18, 2026 | 107 | 29.6% | +1.6pt | ±12.8% |
| Jan 15, 2027 | 135 | 30.1% | +0.8pt | ±14.8% |
| Mar 19, 2027 | 198 | 32.1% | +1.9pt | ±18.7% |
| Apr 16, 2027 | 226 | 30.3% | +1.3pt | ±18.9% |
| Jun 17, 2027 | 288 | 29.8% | -2.0pt | ±20.6% |
| Sep 17, 2027 | 380 | 31.5% | +1.2pt | ±24.8% |
| Jan 21, 2028 | 506 | 32.5% | +1.7pt | ±28.9% |
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