HUM Volatilität Humana Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.49.4%
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.53.2%
HV6040.9%
IV − HV20-Spread
-3.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
68
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:37 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 48.8% | +0.7pt | ±3.7% |
| Oct 30, 2026 | 10 | 43.0% | +1.8pt | ±5.8% |
| Nov 06, 2026 | 17 | 51.8% | +5.7pt | ±9.0% |
| Nov 13, 2026 | 24 | 50.9% | +3.0pt | ±10.5% |
| Nov 20, 2026 | 31 | 49.1% | +2.2pt | ±11.5% |
| Nov 27, 2026 | 38 | 49.3% | +6.2pt | ±12.7% |
| Dec 18, 2026 | 59 | 47.0% | +0.8pt | ±15.1% |
| Jan 15, 2027 | 87 | 44.5% | +4.0pt | ±17.4% |
| Feb 19, 2027 | 122 | 48.0% | +4.5pt | ±22.1% |
| Mar 19, 2027 | 150 | 46.4% | +3.4pt | ±23.7% |
| Apr 16, 2027 | 178 | 47.1% | +4.2pt | ±26.0% |
| May 21, 2027 | 213 | 47.2% | +4.1pt | ±28.5% |
| Jun 17, 2027 | 240 | 47.0% | +4.5pt | ±30.1% |
| Sep 17, 2027 | 332 | 46.8% | +4.0pt | ±35.0% |
| Jan 21, 2028 | 458 | 47.2% | — | ±41.1% |
Volatility Smile — Nov 20, 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