HD volatilité 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.30.5%
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.27.9%
HV6024.8%
Écart IV − HV20
+2.6pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
28
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.
29/60 jours enregistrés
Cboe delayed options data · au 21:56 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 23, 2026 | 4 | 29.8% | -1.0pt | ±2.5% |
| Oct 30, 2026 | 11 | 28.4% | -0.5pt | ±4.0% |
| Nov 06, 2026 | 18 | 28.0% | +1.0pt | ±5.0% |
| Nov 13, 2026 | 25 | 28.1% | +0.2pt | ±5.9% |
| Nov 20, 2026 | 32 | 31.2% | +2.1pt | ±7.4% |
| Nov 27, 2026 | 39 | 30.4% | +1.3pt | ±7.9% |
| Dec 18, 2026 | 60 | 29.7% | +2.0pt | ±9.7% |
| Jan 15, 2027 | 88 | 28.8% | +1.0pt | ±11.3% |
| Feb 19, 2027 | 123 | 28.8% | +2.2pt | ±13.3% |
| Mar 19, 2027 | 151 | 29.1% | +1.9pt | ±14.9% |
| May 21, 2027 | 214 | 29.0% | +2.8pt | ±17.6% |
| Jun 17, 2027 | 241 | 28.7% | +2.4pt | ±18.4% |
| Sep 17, 2027 | 333 | 29.2% | +2.6pt | ±21.8% |
| Dec 17, 2027 | 424 | 29.4% | +2.9pt | ±24.5% |
| Jan 21, 2028 | 459 | 29.0% | +3.2pt | ±25.1% |
| Mar 17, 2028 | 515 | 29.6% | +2.4pt | ±26.9% |
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