IBM volatilitas International Business Machines Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.42.6%
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.24.0%
HV6030.3%
Selisih IV − HV20
+18.6pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
60
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per Oct 19, 21:57 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 83.8% | -2.2pt | ±7.0% |
| Oct 30, 2026 | 11 | 57.5% | +1.5pt | ±8.0% |
| Nov 06, 2026 | 18 | 47.6% | +0.3pt | ±8.5% |
| Nov 13, 2026 | 25 | 45.1% | -2.2pt | ±9.6% |
| Nov 20, 2026 | 32 | 41.8% | -0.0pt | ±10.1% |
| Nov 27, 2026 | 39 | 40.2% | -1.0pt | ±10.5% |
| Dec 18, 2026 | 60 | 38.3% | -0.1pt | ±12.3% |
| Jan 15, 2027 | 88 | 36.1% | +0.5pt | ±14.1% |
| Feb 19, 2027 | 123 | 37.5% | +0.4pt | ±17.3% |
| Mar 19, 2027 | 151 | 37.2% | +1.1pt | ±18.9% |
| Apr 16, 2027 | 179 | 36.6% | +0.8pt | ±20.2% |
| Jun 17, 2027 | 241 | 37.1% | +1.6pt | ±23.6% |
| Sep 17, 2027 | 333 | 37.6% | +1.7pt | ±27.8% |
| Dec 17, 2027 | 424 | 37.3% | +1.2pt | ±30.9% |
| Jan 21, 2028 | 459 | 37.3% | +0.5pt | ±32.1% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20