HAL volatilité Halliburton Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.33.0%
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.34.8%
HV6034.3%
Écart IV − HV20
-1.8pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
52
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.
4/60 jours enregistrés
Cboe delayed options data · au 09:35 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 39.1% | -2.4pt | ±1.7% |
| Sep 11, 2026 | 7 | 28.8% | -3.7pt | ±3.4% |
| Sep 18, 2026 | 14 | 32.3% | -0.3pt | ±5.3% |
| Sep 25, 2026 | 21 | 34.7% | +1.6pt | ±6.8% |
| Oct 02, 2026 | 28 | 32.4% | +0.6pt | ±7.6% |
| Oct 09, 2026 | 35 | 34.2% | -2.1pt | ±8.6% |
| Oct 16, 2026 | 42 | 32.7% | -1.2pt | ±9.3% |
| Oct 23, 2026 | 49 | 43.3% | +2.8pt | ±12.8% |
| Nov 20, 2026 | 77 | 34.5% | +2.5pt | ±12.8% |
| Dec 18, 2026 | 105 | 35.2% | +0.9pt | ±15.1% |
| Jan 15, 2027 | 133 | 37.3% | -0.4pt | ±17.9% |
| Mar 19, 2027 | 196 | 35.4% | +2.3pt | ±20.6% |
| Apr 16, 2027 | 224 | 35.0% | +1.8pt | ±21.7% |
| Jun 17, 2027 | 286 | 36.1% | +1.8pt | ±25.2% |
| Sep 17, 2027 | 378 | 35.4% | — | ±28.2% |
| Jan 21, 2028 | 504 | 37.5% | +3.5pt | ±34.1% |
Smile de volatilité — Sep 18, 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