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.54.7%
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.44.8%
HV6077.0%
Spread IV − HV20
+9.9pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
87
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 09:35 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 61.2% | -2.1pt | ±3.6% |
| Sep 09, 2026 | 6 | 48.4% | -0.9pt | ±5.4% |
| Sep 11, 2026 | 8 | 53.5% | -0.6pt | ±6.7% |
| Sep 14, 2026 | 11 | 51.0% | +0.6pt | ±7.4% |
| Sep 16, 2026 | 13 | 52.0% | -1.3pt | ±8.1% |
| Sep 18, 2026 | 15 | 53.9% | -0.9pt | ±9.0% |
| Sep 25, 2026 | 22 | 54.3% | -1.5pt | ±11.1% |
| Oct 02, 2026 | 29 | 54.6% | -1.8pt | ±12.5% |
| Oct 09, 2026 | 36 | 55.3% | -1.8pt | ±14.1% |
| Oct 16, 2026 | 43 | 55.5% | -2.5pt | ±15.4% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 61.5% | -2.5pt | ±22.8% |
| Dec 18, 2026 | 106 | 60.6% | -2.8pt | ±26.0% |
| Jan 15, 2027 | 134 | 59.9% | -2.9pt | ±28.9% |
| Feb 19, 2027 | 169 | 61.5% | -3.1pt | ±33.2% |
| Mar 19, 2027 | 197 | 61.4% | -2.9pt | ±35.6% |
Volatility smile — Sep 18, 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