IBM volatilità 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.30.1%
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.25.6%
HV6069.4%
Spread IV − HV20
+4.5pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
43
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 06:35 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 34.1% | +0.3pt | ±2.0% |
| Sep 11, 2026 | 8 | 28.8% | +1.6pt | ±3.6% |
| Sep 18, 2026 | 15 | 29.6% | +0.8pt | ±5.0% |
| Sep 25, 2026 | 22 | 30.6% | -0.3pt | ±6.2% |
| Oct 02, 2026 | 29 | 30.0% | +0.2pt | ±6.9% |
| Oct 09, 2026 | 36 | 30.7% | -0.1pt | ±7.8% |
| Oct 16, 2026 | 43 | 30.9% | +0.5pt | ±8.6% |
| Nov 20, 2026 | 78 | 38.1% | +0.3pt | ±14.2% |
| Dec 18, 2026 | 106 | 36.7% | +0.2pt | ±15.7% |
| Jan 15, 2027 | 134 | 36.7% | +1.8pt | ±17.7% |
| Feb 19, 2027 | 169 | 38.3% | +0.6pt | ±20.6% |
| Mar 19, 2027 | 197 | 37.8% | +1.4pt | ±21.9% |
| Apr 16, 2027 | 225 | 37.3% | +1.7pt | ±23.1% |
| Jun 17, 2027 | 287 | 37.4% | +0.3pt | ±25.8% |
| Sep 17, 2027 | 379 | 37.4% | -0.2pt | ±29.4% |
| Dec 17, 2027 | 470 | 38.0% | +0.9pt | ±33.0% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20