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.65.7%
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.65.4%
HV6068.4%
IV − HV20-Spread
+0.2pt
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.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 20:04 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | — | — | ±105.9% |
| Oct 23, 2026 | 4 | 68.4% | +0.8pt | ±5.7% |
| Oct 30, 2026 | 11 | 79.7% | -0.5pt | ±11.1% |
| Nov 06, 2026 | 18 | 72.0% | -1.1pt | ±12.8% |
| Nov 13, 2026 | 25 | 67.6% | -1.0pt | ±14.1% |
| Nov 20, 2026 | 32 | 65.1% | -1.0pt | ±15.4% |
| Nov 27, 2026 | 39 | 62.2% | -1.0pt | ±16.2% |
| Dec 18, 2026 | 60 | 60.0% | -1.4pt | ±19.3% |
| Jan 15, 2027 | 88 | 57.8% | -2.0pt | ±22.6% |
| Feb 19, 2027 | 123 | 58.6% | -2.7pt | ±27.0% |
| Mar 19, 2027 | 151 | 58.0% | -2.5pt | ±29.5% |
| Apr 16, 2027 | 179 | 57.2% | -2.9pt | ±31.7% |
| Jun 17, 2027 | 241 | 57.7% | -2.9pt | ±36.9% |
| Sep 17, 2027 | 333 | 57.3% | -3.1pt | ±42.8% |
| Dec 17, 2027 | 424 | 57.2% | -2.7pt | ±48.0% |
| Jan 21, 2028 | 459 | 57.2% | -2.8pt | ±49.8% |
Volatility Smile — Nov 20, 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