MET volatility MetLife, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.21.4%
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.23.0%
HV6022.8%
IV − HV20 spread
-1.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
16
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 days recorded
Cboe delayed options data · as of 00:36 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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. | Implied move |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | 20.9% | -0.6pt | ±3.7% |
| Oct 16, 2026 | 44 | 21.6% | +1.2pt | ±6.1% |
| Nov 20, 2026 | 79 | 24.7% | +3.0pt | ±9.3% |
| Dec 18, 2026 | 107 | 24.0% | +3.7pt | ±10.5% |
| Jan 15, 2027 | 135 | 24.0% | +3.9pt | ±11.8% |
| Mar 19, 2027 | 198 | 24.9% | +5.7pt | ±14.7% |
| Jun 17, 2027 | 288 | 27.5% | +6.2pt | ±19.3% |
| Sep 17, 2027 | 380 | 28.0% | +6.4pt | ±22.3% |
| Dec 17, 2027 | 471 | 27.8% | +6.3pt | ±24.5% |
| Jan 21, 2028 | 506 | 28.3% | +6.6pt | ±25.9% |
Volatility smile — Sep 18, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20