META Volatilität Meta Platforms, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.44.3%
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.40.2%
HV6045.8%
IV − HV20-Spread
+4.0pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:39 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 92.4% | +2.1pt | ±5.4% |
| Oct 23, 2026 | 3 | 82.6% | +2.5pt | ±6.9% |
| Oct 26, 2026 | 6 | 65.2% | +2.2pt | ±7.2% |
| Oct 28, 2026 | 8 | 59.4% | +1.4pt | ±7.5% |
| Oct 30, 2026 | 10 | 58.3% | +2.0pt | ±8.1% |
| Nov 02, 2026 | 13 | 53.6% | +4.1pt | ±8.3% |
| Nov 06, 2026 | 17 | 50.3% | +1.5pt | ±8.9% |
| Nov 13, 2026 | 24 | 46.4% | +1.7pt | ±9.7% |
| Nov 20, 2026 | 31 | 44.0% | +1.6pt | ±10.4% |
| Nov 27, 2026 | 38 | 42.6% | +2.3pt | ±11.1% |
| Dec 18, 2026 | 59 | 39.8% | +1.3pt | ±12.9% |
| Jan 15, 2027 | 87 | 38.1% | +1.4pt | ±15.0% |
| Feb 19, 2027 | 122 | 40.3% | +1.1pt | ±18.7% |
| Mar 19, 2027 | 150 | 40.1% | +1.0pt | ±20.5% |
| Apr 16, 2027 | 178 | 39.9% | +0.7pt | ±22.3% |
| May 21, 2027 | 213 | 41.0% | +0.8pt | ±25.0% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20