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.32.9%
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.32.7%
HV6031.2%
Diferencial IV − HV20
+0.2pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
34
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.
28/60 días registrados
Cboe delayed options data · a fecha de 12:36 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 32.9% | +2.5pt | ±8.2% |
| Dec 18, 2026 | 60 | 33.6% | +1.7pt | ±11.2% |
| Jan 15, 2027 | 88 | 32.5% | +1.8pt | ±13.4% |
| Mar 19, 2027 | 151 | 33.3% | +2.4pt | ±17.1% |
| Apr 16, 2027 | 179 | 32.3% | +2.6pt | ±18.3% |
| Jun 17, 2027 | 241 | 33.0% | +2.0pt | ±21.1% |
| Sep 17, 2027 | 333 | 33.0% | +1.4pt | ±24.5% |
| Jan 21, 2028 | 459 | 32.4% | -2.2pt | ±27.6% |
Sonrisa de volatilidad — Nov 20, 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