GOOGL volatilité 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.37.9%
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.22.8%
HV6028.9%
Écart IV − HV20
+15.1pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
47
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 jours enregistrés
Cboe delayed options data · au 13:03 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 56.9% | +6.8pt | ±1.3% |
| Oct 21, 2026 | 2 | 38.7% | +9.5pt | ±2.5% |
| Oct 23, 2026 | 4 | 36.7% | +4.0pt | ±3.2% |
| Oct 26, 2026 | 7 | 31.4% | +4.4pt | ±3.6% |
| Oct 30, 2026 | 11 | 49.1% | +6.3pt | ±6.9% |
| Nov 02, 2026 | 14 | 44.5% | +5.2pt | ±7.1% |
| Nov 06, 2026 | 18 | 43.2% | +5.1pt | ±7.7% |
| Nov 13, 2026 | 25 | 39.2% | +3.0pt | ±8.3% |
| Nov 20, 2026 | 32 | 37.5% | +1.7pt | ±8.9% |
| Nov 27, 2026 | 39 | 35.9% | +3.1pt | ±9.4% |
| Dec 18, 2026 | 60 | 34.4% | +4.0pt | ±11.2% |
| Jan 15, 2027 | 88 | 33.1% | +3.7pt | ±13.0% |
| Feb 19, 2027 | 123 | 35.0% | +3.0pt | ±16.3% |
| Mar 19, 2027 | 151 | 34.8% | +2.8pt | ±17.9% |
| Apr 16, 2027 | 179 | 34.6% | +2.8pt | ±19.4% |
| Jun 17, 2027 | 241 | 35.2% | +2.3pt | ±22.9% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20