LCID volatilidad 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.88.7%
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%
Diferencial IV − HV20
+26.2pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 18:41 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 80.7% | — | ±4.8% |
| Sep 11, 2026 | 8 | 78.0% | -8.2pt | ±9.6% |
| Sep 18, 2026 | 15 | 81.5% | -7.3pt | ±13.2% |
| Sep 25, 2026 | 22 | 85.6% | -8.9pt | ±16.6% |
| Oct 02, 2026 | 29 | 88.6% | -4.3pt | ±19.6% |
| Oct 09, 2026 | 36 | 89.0% | -2.2pt | ±21.9% |
| Oct 16, 2026 | 43 | 86.1% | +0.8pt | ±25.0% |
| Oct 23, 2026 | 50 | 201.4% | +5.1pt | ±56.6% |
| Nov 20, 2026 | 78 | 97.0% | -0.8pt | ±35.5% |
| Dec 18, 2026 | 106 | 97.3% | +1.6pt | ±39.9% |
| Jan 15, 2027 | 134 | 98.8% | -0.3pt | ±45.1% |
| Feb 19, 2027 | 169 | 100.5% | +2.7pt | ±51.0% |
| Mar 19, 2027 | 197 | 102.9% | +1.0pt | ±59.4% |
| Jun 17, 2027 | 287 | 108.0% | +5.7pt | ±73.0% |
| Dec 17, 2027 | 470 | 113.9% | -5.0pt | ±87.0% |
| Jan 21, 2028 | 505 | 109.8% | +0.9pt | ±86.9% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20