META volatilidade 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.44.5%
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%
Spread IV − HV20
+4.3pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
61
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 21:59 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 27.7% | -7.6pt | ±0.4% |
| Oct 21, 2026 | 2 | 92.4% | +4.5pt | ±5.5% |
| Oct 23, 2026 | 4 | 82.3% | +2.5pt | ±6.9% |
| Oct 26, 2026 | 7 | 65.4% | +2.0pt | ±7.2% |
| Oct 28, 2026 | 9 | 59.9% | +0.8pt | ±7.5% |
| Oct 30, 2026 | 11 | 58.2% | +1.5pt | ±8.1% |
| Nov 02, 2026 | 14 | 53.6% | +3.3pt | ±8.3% |
| Nov 06, 2026 | 18 | 50.3% | +1.2pt | ±8.9% |
| Nov 13, 2026 | 25 | 46.4% | +1.4pt | ±9.7% |
| Nov 20, 2026 | 32 | 43.9% | +1.3pt | ±10.4% |
| Nov 27, 2026 | 39 | 42.6% | +1.7pt | ±11.1% |
| Dec 18, 2026 | 60 | 39.8% | +1.1pt | ±12.8% |
| Jan 15, 2027 | 88 | 38.1% | +1.2pt | ±14.9% |
| Feb 19, 2027 | 123 | 40.3% | +1.0pt | ±18.7% |
| Mar 19, 2027 | 151 | 40.1% | +0.9pt | ±20.5% |
| Apr 16, 2027 | 179 | 39.9% | +0.3pt | ±22.2% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20