GOOGL volatilità 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.27.0%
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.21.6%
HV6036.8%
Spread IV − HV20
+5.4pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
33
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 giorni registrati
Cboe delayed options data · aggiornato al 09:35 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 29.0% | -0.6pt | ±1.2% |
| Sep 09, 2026 | 5 | 22.8% | +0.1pt | ±2.4% |
| Sep 11, 2026 | 7 | 25.0% | -0.1pt | ±3.0% |
| Sep 14, 2026 | 10 | 23.0% | -0.2pt | ±3.2% |
| Sep 16, 2026 | 12 | 25.1% | -0.2pt | ±3.8% |
| Sep 18, 2026 | 14 | 26.1% | +0.2pt | ±4.3% |
| Sep 25, 2026 | 21 | 26.7% | +0.5pt | ±5.3% |
| Oct 02, 2026 | 28 | 26.8% | +0.1pt | ±6.1% |
| Oct 09, 2026 | 35 | 27.4% | +0.8pt | ±6.9% |
| Oct 16, 2026 | 42 | 27.9% | +0.2pt | ±7.7% |
| Oct 23, 2026 | 49 | 29.1% | +0.1pt | ±8.6% |
| Nov 20, 2026 | 77 | 32.8% | +0.4pt | ±12.1% |
| Dec 18, 2026 | 105 | 32.0% | +0.9pt | ±13.8% |
| Jan 15, 2027 | 133 | 31.6% | +1.1pt | ±15.5% |
| Feb 19, 2027 | 168 | 33.2% | +0.5pt | ±18.1% |
| Mar 19, 2027 | 196 | 33.2% | +0.1pt | ±19.5% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20