INTC volatilité 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.55.8%
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%
Écart IV − HV20
+11.0pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
87
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 19:03 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 61.4% | -5.2pt | ±2.6% |
| Sep 09, 2026 | 6 | 47.2% | -1.8pt | ±4.8% |
| Sep 11, 2026 | 8 | 52.8% | -2.0pt | ±6.3% |
| Sep 14, 2026 | 11 | 49.7% | -1.5pt | ±7.1% |
| Sep 16, 2026 | 13 | 52.9% | -0.8pt | ±8.1% |
| Sep 18, 2026 | 15 | 54.5% | -2.9pt | ±8.9% |
| Sep 25, 2026 | 22 | 55.3% | -2.5pt | ±10.9% |
| Oct 02, 2026 | 29 | 55.7% | -2.9pt | ±12.5% |
| Oct 09, 2026 | 36 | 56.1% | -3.0pt | ±14.1% |
| Oct 16, 2026 | 43 | 56.7% | -3.0pt | ±15.6% |
| Oct 23, 2026 | 50 | 63.1% | — | ±18.6% |
| Nov 20, 2026 | 78 | 62.6% | -3.3pt | ±23.0% |
| Dec 18, 2026 | 106 | 61.4% | -3.6pt | ±26.3% |
| Jan 15, 2027 | 134 | 60.6% | -3.5pt | ±29.2% |
| Feb 19, 2027 | 169 | 61.9% | -3.5pt | ±33.3% |
| Mar 19, 2027 | 197 | 61.5% | -3.7pt | ±35.7% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20