META volatilité 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.45.6%
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.40.5%
HV6045.9%
Écart IV − HV20
+5.1pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
64
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.
30/60 jours enregistrés
Cboe delayed options data · au 21:58 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 |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 127.7% | +4.3pt | ±5.5% |
| Oct 23, 2026 | 3 | 99.1% | +4.8pt | ±7.2% |
| Oct 26, 2026 | 6 | 73.1% | +2.6pt | ±7.5% |
| Oct 28, 2026 | 8 | 66.6% | +2.3pt | ±7.9% |
| Oct 30, 2026 | 10 | 62.6% | +3.0pt | ±8.3% |
| Nov 02, 2026 | 13 | 55.9% | +2.2pt | ±8.4% |
| Nov 04, 2026 | 15 | 54.1% | +1.6pt | ±8.8% |
| Nov 06, 2026 | 17 | 52.8% | +2.1pt | ±9.1% |
| Nov 13, 2026 | 24 | 47.9% | +2.1pt | ±9.8% |
| Nov 20, 2026 | 31 | 45.3% | +2.0pt | ±10.6% |
| Nov 27, 2026 | 38 | 42.8% | +1.6pt | ±11.0% |
| Dec 18, 2026 | 59 | 40.4% | +1.8pt | ±13.0% |
| Jan 15, 2027 | 87 | 38.5% | +1.7pt | ±15.0% |
| Feb 19, 2027 | 122 | 40.5% | +1.3pt | ±18.8% |
| Mar 19, 2027 | 150 | 40.2% | +1.2pt | ±20.5% |
| Apr 16, 2027 | 178 | 39.9% | +0.8pt | ±22.2% |
Smile de volatilité — Nov 20, 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