KMI volatilità Kinder Morgan, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.25.9%
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.25.7%
HV6024.4%
Spread IV − HV20
+0.2pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
19
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 21:58 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 23, 2026 | 4 | 35.9% | +0.1pt | ±3.0% |
| Oct 30, 2026 | 11 | 29.4% | +3.5pt | ±4.1% |
| Nov 06, 2026 | 18 | 26.7% | +4.3pt | ±5.0% |
| Nov 13, 2026 | 25 | 26.0% | +1.3pt | ±5.5% |
| Nov 20, 2026 | 32 | 25.9% | -0.2pt | ±6.2% |
| Nov 27, 2026 | 39 | 24.8% | +1.3pt | ±6.5% |
| Dec 18, 2026 | 60 | 24.9% | +1.6pt | ±8.0% |
| Jan 15, 2027 | 88 | 23.8% | +1.9pt | ±9.3% |
| Mar 19, 2027 | 151 | 24.0% | +2.5pt | ±12.3% |
| Jun 17, 2027 | 241 | 24.5% | +1.4pt | ±15.6% |
| Sep 17, 2027 | 333 | 25.0% | +2.3pt | ±18.6% |
| Jan 21, 2028 | 459 | 26.6% | +3.7pt | ±22.8% |
Volatility smile — Oct 30, 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