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.116.2%
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.70.3%
HV6082.0%
Спред IV − HV20
+45.9pt
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.
30/60 записано дней
Cboe delayed options data · по состоянию на 03:38 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 133.8% | — | ±11.4% |
| Oct 30, 2026 | 10 | 96.4% | +5.2pt | ±14.1% |
| Nov 06, 2026 | 17 | 108.7% | +14.6pt | ±20.1% |
| Nov 13, 2026 | 24 | 123.2% | +0.2pt | ±26.5% |
| Nov 20, 2026 | 31 | 115.3% | +17.0pt | ±28.1% |
| Nov 27, 2026 | 38 | 121.1% | +22.7pt | ±32.4% |
| Dec 18, 2026 | 59 | 118.7% | +14.3pt | ±39.1% |
| Jan 15, 2027 | 87 | 104.9% | +22.1pt | ±41.7% |
| Feb 19, 2027 | 122 | 118.8% | +6.7pt | ±54.7% |
| Mar 19, 2027 | 150 | 114.2% | +13.0pt | ±53.5% |
| May 21, 2027 | 213 | 125.5% | +10.5pt | ±67.4% |
| Jun 17, 2027 | 240 | 122.1% | +2.5pt | ±69.3% |
| Dec 17, 2027 | 423 | 121.3% | -3.5pt | ±94.0% |
| Jan 21, 2028 | 458 | 126.7% | -21.1pt | ±99.9% |
Улыбка волатильности — Nov 20, 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