IBM volatilite 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.30.7%
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%
IV − HV20 farkı
+5.1pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
43
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 kaydedilen gün
Cboe delayed options data · itibarıyla 12:35 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe 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 hareket |
|---|---|---|---|---|
| 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 | ±4.9% |
| Sep 25, 2026 | 22 | 29.5% | -0.3pt | ±6.0% |
| Oct 02, 2026 | 29 | 30.5% | +0.2pt | ±7.1% |
| Oct 09, 2026 | 36 | 31.3% | -0.1pt | ±8.0% |
| Oct 16, 2026 | 43 | 30.9% | +0.5pt | ±8.6% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 38.1% | +0.3pt | ±14.3% |
| Dec 18, 2026 | 106 | 37.2% | +0.2pt | ±16.1% |
| Jan 15, 2027 | 134 | 36.4% | +1.8pt | ±17.6% |
| Feb 19, 2027 | 169 | 38.2% | +0.6pt | ±20.6% |
| Mar 19, 2027 | 197 | 37.7% | +1.4pt | ±21.9% |
| Apr 16, 2027 | 225 | 37.4% | +1.7pt | ±23.2% |
| Jun 17, 2027 | 287 | 37.4% | +0.3pt | ±25.9% |
| Sep 17, 2027 | 379 | 37.5% | -0.2pt | ±29.6% |
Volatilite gülümsemesi — Sep 18, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20