IBM ボラティリティ 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.43.2%
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.24.0%
HV6030.3%
IV − HV20スプレッド
+19.2pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
60
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 日分記録済み
Cboe delayed options data · 基準日時: 00:39 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 82.0% | -2.2pt | ±6.9% |
| Oct 30, 2026 | 11 | 57.7% | +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 | 42.6% | -0.0pt | ±10.2% |
| 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 | ±18.8% |
| Apr 16, 2027 | 179 | 36.6% | +0.8pt | ±20.2% |
| Jun 17, 2027 | 241 | 37.1% | +1.6pt | ±23.5% |
| Sep 17, 2027 | 333 | 37.6% | +1.7pt | ±27.7% |
| Dec 17, 2027 | 424 | 37.3% | +1.2pt | ±30.8% |
| Jan 21, 2028 | 459 | 37.3% | +0.5pt | ±32.0% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側(左側が高い)への傾きがスキューです:下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20