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.53.2%
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.31.2%
HV6034.5%
IV − HV20-Spread
+21.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
85
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 | 47.9% | -0.6pt | ±2.9% |
| Sep 11, 2026 | 9 | 44.1% | -1.0pt | ±5.5% |
| Sep 18, 2026 | 16 | 43.6% | +0.6pt | ±7.3% |
| Sep 25, 2026 | 23 | 45.2% | -1.3pt | ±9.1% |
| Oct 02, 2026 | 30 | 53.2% | +3.8pt | ±12.2% |
| Oct 09, 2026 | 37 | 56.6% | +2.3pt | ±14.4% |
| Oct 16, 2026 | 44 | 57.4% | +5.2pt | ±15.9% |
| Nov 20, 2026 | 79 | 52.5% | +4.1pt | ±19.4% |
| Dec 18, 2026 | 107 | 50.2% | +3.3pt | ±21.6% |
| Jan 15, 2027 | 135 | 48.6% | +2.9pt | ±23.4% |
| Feb 19, 2027 | 170 | 50.3% | +3.6pt | ±27.1% |
| Mar 19, 2027 | 198 | 49.5% | +3.7pt | ±28.7% |
| Apr 16, 2027 | 226 | 49.4% | +2.0pt | ±30.5% |
| Jun 17, 2027 | 288 | 48.2% | +3.8pt | ±33.6% |
| Sep 17, 2027 | 380 | 48.0% | — | ±38.2% |
| Jan 21, 2028 | 506 | 48.5% | — | ±44.0% |
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