HUM волатильность 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.54.0%
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.31.3%
HV6034.3%
Спред IV − HV20
+22.7pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 15:35 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 65.3% | -8.8pt | ±2.8% |
| Sep 11, 2026 | 7 | 43.8% | +2.4pt | ±5.2% |
| Sep 18, 2026 | 14 | 45.1% | -1.7pt | ±7.3% |
| Sep 25, 2026 | 21 | 44.6% | -0.2pt | ±8.8% |
| Oct 02, 2026 | 28 | 51.7% | +3.0pt | ±11.6% |
| Oct 09, 2026 | 35 | 58.3% | +5.1pt | ±14.6% |
| Oct 16, 2026 | 42 | 59.0% | +1.1pt | ±16.2% |
| Oct 23, 2026 | 49 | 57.1% | — | ±16.9% |
| Nov 20, 2026 | 77 | 52.9% | +1.0pt | ±19.5% |
| Dec 18, 2026 | 105 | 50.8% | +0.9pt | ±21.9% |
| Jan 15, 2027 | 133 | 48.6% | +2.9pt | ±23.4% |
| Feb 19, 2027 | 168 | 49.5% | +1.7pt | ±26.8% |
| Mar 19, 2027 | 196 | 49.6% | +2.8pt | ±28.9% |
| Apr 16, 2027 | 224 | 49.7% | +1.3pt | ±30.8% |
| Jun 17, 2027 | 286 | 48.8% | — | ±34.1% |
| Sep 17, 2027 | 378 | 48.7% | — | ±38.9% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20