LCID volatilité 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.112.7%
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.66.1%
HV6081.4%
Écart IV − HV20
+46.6pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 12:39 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 109.9% | +1.7pt | ±9.4% |
| Oct 30, 2026 | 10 | 118.6% | +18.6pt | ±16.4% |
| Nov 06, 2026 | 17 | 91.0% | -15.3pt | ±16.9% |
| Nov 13, 2026 | 24 | 125.4% | -1.0pt | ±25.8% |
| Nov 20, 2026 | 31 | 111.0% | -7.8pt | ±25.8% |
| Nov 27, 2026 | 38 | 119.6% | +3.5pt | ±33.8% |
| Dec 18, 2026 | 59 | 110.4% | -6.6pt | ±34.7% |
| Jan 15, 2027 | 87 | 117.4% | +8.8pt | ±44.3% |
| Feb 19, 2027 | 122 | 119.4% | +25.0pt | ±52.6% |
| Mar 19, 2027 | 150 | 110.0% | -3.5pt | ±53.4% |
| May 21, 2027 | 213 | 119.3% | — | ±67.5% |
| Jun 17, 2027 | 240 | 128.8% | +20.6pt | ±75.8% |
| Dec 17, 2027 | 423 | 128.1% | -25.0pt | ±94.8% |
| Jan 21, 2028 | 458 | 130.5% | +19.2pt | ±100.3% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20