MET volatilidad 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.20.1%
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.21.2%
HV6023.3%
Diferencial IV − HV20
-1.1pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
13
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 días registrados
Cboe delayed options data · a fecha de 21:52 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 17.9% | +0.9pt | ±3.1% |
| Oct 16, 2026 | 43 | 20.7% | +1.9pt | ±5.8% |
| Nov 20, 2026 | 78 | 24.9% | +4.3pt | ±9.4% |
| Dec 18, 2026 | 106 | 24.2% | +5.5pt | ±10.5% |
| Jan 15, 2027 | 134 | 23.1% | +5.4pt | ±11.3% |
| Mar 19, 2027 | 197 | 25.0% | +4.0pt | ±14.7% |
| Jun 17, 2027 | 287 | 26.2% | +3.8pt | ±18.4% |
| Sep 17, 2027 | 379 | 26.7% | +4.4pt | ±21.3% |
| Dec 17, 2027 | 470 | 27.0% | +5.7pt | ±23.8% |
| Jan 21, 2028 | 505 | 27.4% | +7.0pt | ±25.1% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20