INTC volatilità 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.48.3%
HV6066.5%
Spread IV − HV20
+17.4pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
86
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al Oct 19, 21:57 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | — | — | ±108.3% |
| Oct 23, 2026 | 4 | 67.8% | +1.3pt | ±5.6% |
| Oct 30, 2026 | 11 | 79.7% | -0.3pt | ±11.0% |
| Nov 06, 2026 | 18 | 72.3% | -0.3pt | ±12.7% |
| Nov 13, 2026 | 25 | 67.8% | -0.2pt | ±14.1% |
| Nov 20, 2026 | 32 | 65.0% | -0.6pt | ±15.4% |
| Nov 27, 2026 | 39 | 62.1% | -0.5pt | ±16.1% |
| Dec 18, 2026 | 60 | 59.9% | -1.2pt | ±19.3% |
| Jan 15, 2027 | 88 | 57.7% | -1.7pt | ±22.5% |
| Feb 19, 2027 | 123 | 58.7% | -2.3pt | ±27.0% |
| Mar 19, 2027 | 151 | 57.8% | -2.3pt | ±29.4% |
| Apr 16, 2027 | 179 | 57.2% | -2.6pt | ±31.6% |
| Jun 17, 2027 | 241 | 57.6% | -2.8pt | ±36.9% |
| Sep 17, 2027 | 333 | 57.2% | -2.7pt | ±42.8% |
| Dec 17, 2027 | 424 | 57.0% | -2.8pt | ±47.9% |
| Jan 21, 2028 | 459 | 57.0% | -2.7pt | ±49.7% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20