HD Volatilität 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.24.8%
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.22.2%
HV6028.7%
IV − HV20-Spread
+2.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
27
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 03:35 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 | 2 | 24.9% | -0.1pt | ±1.8% |
| Sep 11, 2026 | 9 | 22.5% | +1.2pt | ±3.0% |
| Sep 18, 2026 | 16 | 25.4% | -0.2pt | ±4.3% |
| Sep 25, 2026 | 23 | 24.9% | -1.1pt | ±5.0% |
| Oct 02, 2026 | 30 | 24.8% | +1.0pt | ±5.7% |
| Oct 09, 2026 | 37 | 24.6% | +0.8pt | ±6.3% |
| Oct 16, 2026 | 44 | 25.0% | +1.0pt | ±7.0% |
| Nov 20, 2026 | 79 | 27.4% | +1.9pt | ±10.2% |
| Dec 18, 2026 | 107 | 26.8% | +1.5pt | ±11.6% |
| Jan 15, 2027 | 135 | 27.4% | +2.2pt | ±13.2% |
| Feb 19, 2027 | 170 | 26.4% | +1.9pt | ±14.3% |
| Mar 19, 2027 | 198 | 27.6% | +1.7pt | ±16.1% |
| Jun 17, 2027 | 288 | 28.1% | +1.6pt | ±19.5% |
| Sep 17, 2027 | 380 | 28.3% | +2.2pt | ±22.4% |
| Dec 17, 2027 | 471 | 28.5% | +2.0pt | ±24.9% |
| Jan 21, 2028 | 506 | 28.3% | +1.8pt | ±25.6% |
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