MS volatilitas Morgan Stanley
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.28.5%
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.21.7%
HV6028.9%
Selisih IV − HV20
+6.7pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
38
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 06:36 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 32.5% | +3.3pt | ±2.0% |
| Sep 11, 2026 | 8 | 27.5% | +2.7pt | ±3.5% |
| Sep 18, 2026 | 15 | 28.7% | +2.5pt | ±4.8% |
| Sep 25, 2026 | 22 | 29.2% | +2.6pt | ±5.9% |
| Oct 02, 2026 | 29 | 28.5% | +2.2pt | ±6.6% |
| Oct 09, 2026 | 36 | 28.2% | +3.3pt | ±7.2% |
| Oct 16, 2026 | 43 | 31.3% | +2.9pt | ±8.7% |
| Nov 20, 2026 | 78 | 31.1% | +3.1pt | ±11.6% |
| Dec 18, 2026 | 106 | 30.5% | +3.2pt | ±13.2% |
| Jan 15, 2027 | 134 | 30.6% | +3.1pt | ±14.8% |
| Mar 19, 2027 | 197 | 31.0% | +3.3pt | ±18.1% |
| Apr 16, 2027 | 225 | 30.4% | +2.5pt | ±19.0% |
| Jun 17, 2027 | 287 | 31.1% | +4.3pt | ±21.7% |
| Sep 17, 2027 | 379 | 31.9% | +2.9pt | ±25.4% |
| Dec 17, 2027 | 470 | 32.1% | +3.7pt | ±28.2% |
| Jan 21, 2028 | 505 | 31.9% | +4.2pt | ±29.2% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20