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.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%
Écart IV − HV20
+26.3pt
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.
3/60 jours enregistrés
Cboe delayed options data · au 09:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 79.0% | — | ±5.9% |
| Sep 11, 2026 | 8 | 71.0% | -2.2pt | ±9.3% |
| Sep 18, 2026 | 15 | 81.3% | +5.7pt | ±13.7% |
| Sep 25, 2026 | 22 | 81.2% | -7.0pt | ±16.2% |
| Oct 02, 2026 | 29 | 89.1% | -6.6pt | ±20.0% |
| Oct 09, 2026 | 36 | 87.0% | -12.9pt | ±21.6% |
| Oct 16, 2026 | 43 | 88.0% | -3.2pt | ±25.5% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 98.8% | -4.2pt | ±35.0% |
| Dec 18, 2026 | 106 | 97.9% | -4.3pt | ±40.0% |
| Jan 15, 2027 | 134 | 103.2% | +0.3pt | ±47.0% |
| Feb 19, 2027 | 169 | 105.6% | +9.1pt | ±53.3% |
| Mar 19, 2027 | 197 | 107.6% | +9.3pt | ±61.4% |
| Jun 17, 2027 | 287 | 81.2% | -20.5pt | ±55.8% |
| Dec 17, 2027 | 470 | 117.2% | +4.2pt | ±88.6% |
| Jan 21, 2028 | 505 | 110.2% | +3.6pt | ±86.4% |
Smile de volatilité — Sep 18, 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