GOOGL Volatilität Alphabet Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.27.4%
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.20.8%
HV6036.6%
IV − HV20-Spread
+6.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
34
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 17:03 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 29.7% | -0.3pt | ±1.3% |
| Sep 09, 2026 | 6 | 23.1% | +0.3pt | ±2.4% |
| Sep 11, 2026 | 8 | 25.5% | +0.1pt | ±3.1% |
| Sep 14, 2026 | 11 | 23.9% | +0.5pt | ±3.4% |
| Sep 16, 2026 | 13 | 25.5% | +0.7pt | ±3.9% |
| Sep 18, 2026 | 15 | 26.6% | +0.6pt | ±4.4% |
| Sep 25, 2026 | 22 | 26.7% | +0.7pt | ±5.3% |
| Oct 02, 2026 | 29 | 27.4% | +0.9pt | ±6.2% |
| Oct 09, 2026 | 36 | 27.8% | +1.0pt | ±7.0% |
| Oct 16, 2026 | 43 | 28.3% | +0.5pt | ±7.8% |
| Oct 23, 2026 | 50 | 29.0% | +0.9pt | ±8.6% |
| Nov 20, 2026 | 78 | 33.0% | +0.9pt | ±12.2% |
| Dec 18, 2026 | 106 | 32.1% | +1.1pt | ±13.8% |
| Jan 15, 2027 | 134 | 31.8% | +0.8pt | ±15.4% |
| Feb 19, 2027 | 169 | 33.4% | +0.4pt | ±18.2% |
| Mar 19, 2027 | 197 | 33.2% | +0.6pt | ±19.5% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20