KVUE volatilitas Kenvue Inc.
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.19.6%
HV6022.0%
Selisih IV − HV20
-2.4pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
6
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 00:41 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 23.0% | +1.5pt | ±1.4% |
| Sep 11, 2026 | 9 | 17.8% | +2.4pt | ±2.3% |
| Sep 18, 2026 | 16 | 16.8% | +2.5pt | ±2.9% |
| Sep 25, 2026 | 23 | 16.9% | +3.5pt | ±3.5% |
| Oct 02, 2026 | 30 | 17.3% | +2.8pt | ±4.0% |
| Oct 09, 2026 | 37 | 16.5% | +3.4pt | ±4.3% |
| Oct 16, 2026 | 44 | 16.8% | +2.4pt | ±4.8% |
| Nov 20, 2026 | 79 | 20.5% | +14.1pt | ±8.0% |
| Dec 18, 2026 | 107 | 14.7% | +11.6pt | ±7.7% |
| Jan 15, 2027 | 135 | 18.0% | +1.5pt | ±9.8% |
| Feb 19, 2027 | 170 | 19.2% | +3.2pt | ±10.6% |
| Mar 19, 2027 | 198 | 18.1% | +5.8pt | ±11.6% |
| Jun 17, 2027 | 288 | 18.6% | +8.6pt | ±13.8% |
| Sep 17, 2027 | 380 | 18.7% | -8.3pt | ±15.6% |
| Dec 17, 2027 | 471 | 26.5% | -2.6pt | ±23.7% |
| Jan 21, 2028 | 506 | 28.8% | +3.1pt | ±27.5% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20