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.68.1%
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%
Écart IV − HV20
+2.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
86
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.
28/60 jours enregistrés
Cboe delayed options data · au 12:37 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | — | — | — |
| Oct 23, 2026 | 4 | 80.6% | -0.5pt | ±7.0% |
| Oct 30, 2026 | 11 | 84.4% | +0.6pt | ±11.9% |
| Nov 06, 2026 | 18 | 75.5% | +0.2pt | ±13.5% |
| Nov 13, 2026 | 25 | 70.5% | +0.1pt | ±14.9% |
| Nov 20, 2026 | 32 | 67.3% | +0.3pt | ±16.0% |
| Nov 27, 2026 | 39 | 63.8% | +0.3pt | ±16.7% |
| Dec 18, 2026 | 60 | 61.4% | +0.3pt | ±19.8% |
| Jan 15, 2027 | 88 | 58.8% | +1.3pt | ±22.9% |
| Feb 19, 2027 | 123 | 59.6% | -0.4pt | ±27.4% |
| Mar 19, 2027 | 151 | 58.8% | -0.6pt | ±29.9% |
| Apr 16, 2027 | 179 | 57.9% | -3.8pt | ±32.0% |
| Jun 17, 2027 | 241 | 58.0% | -1.1pt | ±37.0% |
| Sep 17, 2027 | 333 | 57.3% | -1.2pt | ±42.8% |
| Dec 17, 2027 | 424 | 57.0% | +2.5pt | ±47.8% |
| Jan 21, 2028 | 459 | 57.6% | +1.3pt | ±50.1% |
Smile de volatilité — Nov 20, 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