INTC Volatilität Intel Corp.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.54.7%
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.44.8%
HV6077.0%
IV − HV20-Spread
+9.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
86
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 13:03 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 61.4% | -2.2pt | ±3.7% |
| Sep 09, 2026 | 6 | 48.4% | -0.8pt | ±5.5% |
| Sep 11, 2026 | 8 | 53.5% | -0.7pt | ±6.7% |
| Sep 14, 2026 | 11 | 51.0% | +0.9pt | ±7.4% |
| Sep 16, 2026 | 13 | 52.0% | -1.0pt | ±8.2% |
| Sep 18, 2026 | 15 | 53.9% | -1.0pt | ±9.1% |
| Sep 25, 2026 | 22 | 54.3% | -1.3pt | ±11.1% |
| Oct 02, 2026 | 29 | 54.6% | -1.9pt | ±12.6% |
| Oct 09, 2026 | 36 | 55.3% | -1.8pt | ±14.2% |
| Oct 16, 2026 | 43 | 55.6% | -2.5pt | ±15.5% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 61.5% | -2.4pt | ±22.9% |
| Dec 18, 2026 | 106 | 60.6% | -2.8pt | ±26.2% |
| Jan 15, 2027 | 134 | 60.0% | -2.8pt | ±29.1% |
| Feb 19, 2027 | 169 | 61.5% | -3.1pt | ±33.4% |
| Mar 19, 2027 | 197 | 61.4% | -2.9pt | ±35.9% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20