LCID волатильность Lucid Group, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.89.1%
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.62.5%
HV60117.4%
Спред IV − HV20
+26.6pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
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 00:41 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 | 79.0% | — | ±5.9% |
| Sep 11, 2026 | 9 | 71.0% | -2.2pt | ±9.3% |
| Sep 18, 2026 | 16 | 81.3% | +5.7pt | ±13.7% |
| Sep 25, 2026 | 23 | 81.2% | -7.0pt | ±16.2% |
| Oct 02, 2026 | 30 | 89.1% | -6.6pt | ±20.0% |
| Oct 09, 2026 | 37 | 87.0% | -12.9pt | ±21.6% |
| Oct 16, 2026 | 44 | 88.0% | -3.2pt | ±25.5% |
| Nov 20, 2026 | 79 | 98.8% | -4.2pt | ±35.0% |
| Dec 18, 2026 | 107 | 97.9% | -4.3pt | ±40.1% |
| Jan 15, 2027 | 135 | 103.2% | +0.3pt | ±47.1% |
| Feb 19, 2027 | 170 | 105.6% | +9.1pt | ±53.3% |
| Mar 19, 2027 | 198 | 107.6% | +9.3pt | ±61.5% |
| Jun 17, 2027 | 288 | 81.2% | -20.5pt | ±55.9% |
| Dec 17, 2027 | 471 | 117.2% | +4.2pt | ±88.6% |
| Jan 21, 2028 | 506 | 110.2% | +3.6pt | ±86.5% |
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