KVUE Volatilität 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.17.1%
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%
IV − HV20-Spread
-2.5pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
5
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:41 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 23.0% | +1.5pt | ±1.4% |
| Sep 11, 2026 | 8 | 17.8% | +2.4pt | ±2.3% |
| Sep 18, 2026 | 15 | 16.8% | +2.5pt | ±2.9% |
| Sep 25, 2026 | 22 | 16.9% | +3.5pt | ±3.5% |
| Oct 02, 2026 | 29 | 17.3% | +2.8pt | ±4.0% |
| Oct 09, 2026 | 36 | 16.5% | +3.4pt | ±4.3% |
| Oct 16, 2026 | 43 | 16.8% | +2.4pt | ±4.8% |
| Nov 20, 2026 | 78 | 20.5% | +14.1pt | ±8.0% |
| Dec 18, 2026 | 106 | 14.7% | +11.6pt | ±7.7% |
| Jan 15, 2027 | 134 | 18.0% | +1.5pt | ±9.8% |
| Feb 19, 2027 | 169 | 19.2% | +3.2pt | ±10.6% |
| Mar 19, 2027 | 197 | 18.1% | +5.8pt | ±11.6% |
| Jun 17, 2027 | 287 | 18.6% | +8.6pt | ±13.8% |
| Sep 17, 2027 | 379 | 18.7% | -8.3pt | ±15.6% |
| Dec 17, 2027 | 470 | 26.5% | -2.6pt | ±23.7% |
| Jan 21, 2028 | 505 | 28.8% | +3.1pt | ±27.5% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20