INTC volatilitas 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.54.9%
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%
Selisih IV − HV20
+10.1pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
86
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 14:03 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 66.2% | -1.6pt | ±3.2% |
| Sep 09, 2026 | 6 | 48.2% | -1.2pt | ±5.1% |
| Sep 11, 2026 | 8 | 53.1% | -1.2pt | ±6.4% |
| Sep 14, 2026 | 11 | 50.5% | -0.9pt | ±7.1% |
| Sep 16, 2026 | 13 | 52.8% | -2.5pt | ±8.1% |
| Sep 18, 2026 | 15 | 54.3% | -1.7pt | ±8.9% |
| Sep 25, 2026 | 22 | 54.3% | -1.4pt | ±10.7% |
| Oct 02, 2026 | 29 | 54.8% | -1.4pt | ±12.4% |
| Oct 09, 2026 | 36 | 55.1% | -2.2pt | ±13.9% |
| Oct 16, 2026 | 43 | 55.7% | -2.9pt | ±15.3% |
| Oct 23, 2026 | 50 | 61.3% | — | ±18.2% |
| Nov 20, 2026 | 78 | 61.5% | -3.0pt | ±22.7% |
| Dec 18, 2026 | 106 | 60.5% | -2.9pt | ±26.0% |
| Jan 15, 2027 | 134 | 60.1% | -3.1pt | ±28.9% |
| Feb 19, 2027 | 169 | 61.0% | -3.2pt | ±32.9% |
| Mar 19, 2027 | 197 | 61.0% | -3.3pt | ±35.4% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20