HD volatilità The Home Depot, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.31.7%
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.28.2%
HV6025.3%
Spread IV − HV20
+3.5pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
30
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.
28/60 giorni registrati
Cboe delayed options data · aggiornato al 15:39 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 30.2% | +0.8pt | ±2.6% |
| Oct 30, 2026 | 11 | 30.2% | +1.0pt | ±4.3% |
| Nov 06, 2026 | 18 | 29.1% | +3.2pt | ±5.2% |
| Nov 13, 2026 | 25 | 28.5% | +1.5pt | ±6.0% |
| Nov 20, 2026 | 32 | 32.6% | +2.8pt | ±7.8% |
| Nov 27, 2026 | 39 | 31.6% | +2.6pt | ±8.3% |
| Dec 18, 2026 | 60 | 29.2% | +2.1pt | ±9.5% |
| Jan 15, 2027 | 88 | 28.8% | +1.7pt | ±11.3% |
| Feb 19, 2027 | 123 | 28.5% | +2.2pt | ±13.2% |
| Mar 19, 2027 | 151 | 29.6% | +3.2pt | ±15.2% |
| May 21, 2027 | 214 | 29.7% | +3.5pt | ±18.0% |
| Jun 17, 2027 | 241 | 28.9% | +2.3pt | ±18.5% |
| Sep 17, 2027 | 333 | 29.3% | +2.8pt | ±21.8% |
| Dec 17, 2027 | 424 | 29.6% | +3.1pt | ±24.6% |
| Jan 21, 2028 | 459 | 29.4% | +3.0pt | ±25.4% |
| Mar 17, 2028 | 515 | 29.8% | +2.9pt | ±27.1% |
Volatility smile — Nov 20, 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