KO волатильность The Coca-Cola Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.17.3%
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.15.1%
HV6023.4%
Спред IV − HV20
+2.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
6
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 03:41 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 18.2% | +0.7pt | ±1.1% |
| Sep 11, 2026 | 9 | 16.3% | +0.0pt | ±2.1% |
| Sep 18, 2026 | 16 | 16.3% | +1.3pt | ±3.0% |
| Sep 25, 2026 | 23 | 17.1% | +1.8pt | ±3.4% |
| Oct 02, 2026 | 30 | 17.3% | +0.4pt | ±4.0% |
| Oct 09, 2026 | 37 | 17.6% | +0.7pt | ±4.5% |
| Oct 16, 2026 | 44 | 18.4% | +1.6pt | ±5.2% |
| Nov 20, 2026 | 79 | 20.4% | +1.8pt | ±7.6% |
| Dec 18, 2026 | 107 | 19.9% | +2.1pt | ±8.7% |
| Jan 15, 2027 | 135 | 20.0% | +2.2pt | ±9.7% |
| Feb 19, 2027 | 170 | 20.8% | +2.2pt | ±11.5% |
| Mar 19, 2027 | 198 | 20.7% | +2.4pt | ±12.4% |
| Jun 17, 2027 | 288 | 21.2% | +3.2pt | ±15.0% |
| Sep 17, 2027 | 380 | 21.2% | +3.3pt | ±16.5% |
| Jan 21, 2028 | 506 | 21.3% | +2.7pt | ±19.6% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20