KLAC volatilité KLA Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.49.8%
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.40.7%
HV6081.3%
Écart IV − HV20
+9.1pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
80
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.
4/60 jours enregistrés
Cboe delayed options data · au 00:35 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 | 54.3% | +6.0pt | ±2.3% |
| Sep 11, 2026 | 8 | 46.9% | +3.1pt | ±5.6% |
| Sep 18, 2026 | 15 | 48.6% | +2.7pt | ±7.9% |
| Sep 25, 2026 | 22 | 46.1% | +0.4pt | ±9.1% |
| Oct 02, 2026 | 29 | 50.2% | +1.4pt | ±11.4% |
| Oct 09, 2026 | 36 | 48.0% | +1.4pt | ±12.1% |
| Oct 16, 2026 | 43 | 50.9% | +1.4pt | ±14.0% |
| Oct 23, 2026 | 50 | 51.9% | +2.4pt | ±15.4% |
| Nov 20, 2026 | 78 | 56.8% | +1.6pt | ±20.8% |
| Dec 18, 2026 | 106 | 55.3% | +0.9pt | ±23.6% |
| Jan 15, 2027 | 134 | 55.4% | +1.1pt | ±26.5% |
| Mar 19, 2027 | 197 | 55.6% | +1.4pt | ±32.1% |
| Jun 17, 2027 | 287 | 55.9% | -0.2pt | ±38.6% |
| Sep 17, 2027 | 379 | 57.4% | — | ±45.5% |
| Jan 21, 2028 | 505 | 57.0% | +0.4pt | ±51.3% |
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