META volatilidad 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.46.1%
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.40.2%
HV6045.8%
Diferencial IV − HV20
+5.8pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
65
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.
29/60 días registrados
Cboe delayed options data · a fecha de 18:41 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 |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 133.5% | +1.3pt | ±5.8% |
| Oct 23, 2026 | 3 | 99.6% | +2.8pt | ±7.3% |
| Oct 26, 2026 | 6 | 73.8% | +1.9pt | ±7.6% |
| Oct 28, 2026 | 8 | 67.3% | +0.7pt | ±8.0% |
| Oct 30, 2026 | 10 | 63.3% | +1.3pt | ±8.4% |
| Nov 02, 2026 | 13 | 56.7% | +0.7pt | ±8.6% |
| Nov 04, 2026 | 15 | 54.9% | +0.5pt | ±8.9% |
| Nov 06, 2026 | 17 | 53.5% | +1.1pt | ±9.3% |
| Nov 13, 2026 | 24 | 48.6% | +1.1pt | ±10.0% |
| Nov 20, 2026 | 31 | 45.8% | +1.0pt | ±10.7% |
| Nov 27, 2026 | 38 | 43.3% | +1.1pt | ±11.2% |
| Dec 18, 2026 | 59 | 40.7% | +1.2pt | ±13.1% |
| Jan 15, 2027 | 87 | 38.8% | +1.2pt | ±15.1% |
| Feb 19, 2027 | 122 | 40.7% | +1.0pt | ±18.8% |
| Mar 19, 2027 | 150 | 40.3% | +0.9pt | ±20.6% |
| Apr 16, 2027 | 178 | 40.1% | +0.8pt | ±22.3% |
Sonrisa de volatilidad — Nov 20, 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