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.49.1%
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%
Спред IV − HV20
-4.1pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
69
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 21:56 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 38.6% | -4.2pt | ±3.2% |
| Oct 30, 2026 | 11 | 43.6% | -4.2pt | ±6.1% |
| Nov 06, 2026 | 18 | 53.3% | +0.9pt | ±9.5% |
| Nov 13, 2026 | 25 | 51.1% | +2.2pt | ±10.7% |
| Nov 20, 2026 | 32 | 48.4% | +1.2pt | ±11.4% |
| Nov 27, 2026 | 39 | 47.1% | +1.4pt | ±12.3% |
| Dec 18, 2026 | 60 | 46.9% | +0.5pt | ±15.1% |
| Jan 15, 2027 | 88 | 44.3% | +2.3pt | ±17.2% |
| Feb 19, 2027 | 123 | 47.4% | +3.4pt | ±21.8% |
| Mar 19, 2027 | 151 | 46.2% | +4.6pt | ±23.5% |
| Apr 16, 2027 | 179 | 47.1% | +4.4pt | ±26.0% |
| May 21, 2027 | 214 | 47.3% | +2.9pt | ±28.4% |
| Jun 17, 2027 | 241 | 47.1% | +4.3pt | ±30.1% |
| Sep 17, 2027 | 333 | 46.7% | +2.5pt | ±34.8% |
| Jan 21, 2028 | 459 | 47.0% | — | ±40.7% |
Улыбка волатильности — Nov 20, 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