INTC volatilidad 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.56.2%
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.45.5%
HV6077.0%
Diferencial IV − HV20
+10.7pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 días registrados
Cboe delayed options data · a fecha de 21:51 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 65.8% | -4.6pt | ±2.8% |
| Sep 09, 2026 | 6 | 47.9% | -1.9pt | ±5.0% |
| Sep 11, 2026 | 8 | 53.9% | -2.0pt | ±6.4% |
| Sep 14, 2026 | 11 | 51.1% | -2.0pt | ±7.1% |
| Sep 16, 2026 | 13 | 53.9% | -0.7pt | ±8.2% |
| Sep 18, 2026 | 15 | 56.1% | -2.5pt | ±9.1% |
| Sep 25, 2026 | 22 | 56.1% | -2.4pt | ±11.0% |
| Oct 02, 2026 | 29 | 56.1% | -2.8pt | ±12.6% |
| Oct 09, 2026 | 36 | 56.8% | -2.8pt | ±14.2% |
| Oct 16, 2026 | 43 | 57.6% | -3.5pt | ±15.8% |
| Oct 23, 2026 | 50 | 63.4% | — | ±18.7% |
| Nov 20, 2026 | 78 | 62.9% | -3.0pt | ±23.2% |
| Dec 18, 2026 | 106 | 61.7% | -3.3pt | ±26.6% |
| Jan 15, 2027 | 134 | 60.9% | -3.3pt | ±29.4% |
| Feb 19, 2027 | 169 | 62.1% | -3.4pt | ±33.6% |
| Mar 19, 2027 | 197 | 61.8% | -3.4pt | ±36.1% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20