KVUE волатильность 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.19.9%
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.17.8%
HV6021.7%
Спред IV − HV20
+2.1pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
13
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 21:51 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 | 1 | 27.3% | -9.0pt | ±1.2% |
| Sep 11, 2026 | 8 | 19.5% | +6.9pt | ±2.4% |
| Sep 18, 2026 | 15 | 19.4% | +1.1pt | ±3.2% |
| Sep 25, 2026 | 22 | 19.3% | +2.4pt | ±3.8% |
| Oct 02, 2026 | 29 | 20.6% | +0.8pt | ±4.7% |
| Oct 09, 2026 | 36 | 16.4% | +4.0pt | ±4.2% |
| Oct 16, 2026 | 43 | 17.6% | +1.6pt | ±4.9% |
| Oct 23, 2026 | 50 | 42.2% | +2.5pt | ±12.6% |
| Nov 20, 2026 | 78 | 25.7% | +12.5pt | ±9.8% |
| Dec 18, 2026 | 106 | 17.5% | +21.7pt | ±8.6% |
| Jan 15, 2027 | 134 | 22.2% | -3.3pt | ±11.2% |
| Feb 19, 2027 | 169 | 19.9% | +3.6pt | ±11.0% |
| Mar 19, 2027 | 197 | 19.1% | +1.9pt | ±12.5% |
| Jun 17, 2027 | 287 | 19.9% | +5.6pt | ±15.0% |
| Sep 17, 2027 | 379 | 20.1% | -11.2pt | ±17.0% |
| Dec 17, 2027 | 470 | 19.0% | +0.0pt | ±17.1% |
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