LRCX volatilité Lam Research Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.52.8%
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.47.6%
HV6083.1%
Écart IV − HV20
+5.2pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
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 12:36 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 | 56.9% | +2.2pt | ±3.5% |
| Sep 11, 2026 | 8 | 49.3% | +1.2pt | ±6.3% |
| Sep 18, 2026 | 15 | 51.3% | +2.6pt | ±8.7% |
| Sep 25, 2026 | 22 | 51.9% | +2.6pt | ±10.5% |
| Oct 02, 2026 | 29 | 52.8% | +0.6pt | ±12.2% |
| Oct 09, 2026 | 36 | 53.0% | +0.7pt | ±13.6% |
| Oct 16, 2026 | 43 | 54.3% | +1.2pt | ±15.2% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 59.3% | +0.1pt | ±21.9% |
| Dec 18, 2026 | 106 | 58.2% | +0.9pt | ±25.1% |
| Jan 15, 2027 | 134 | 57.2% | -0.5pt | ±27.7% |
| Mar 19, 2027 | 197 | 58.3% | +0.3pt | ±33.9% |
| Jun 17, 2027 | 287 | 58.5% | -0.5pt | ±40.8% |
| Sep 17, 2027 | 379 | 59.0% | — | ±46.9% |
| Jan 21, 2028 | 505 | 60.2% | — | ±54.5% |
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