MSFT волатильность Microsoft Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.24.1%
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.22.0%
HV6042.4%
Спред IV − HV20
+2.1pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
23
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 00:36 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | 32.1% | — | ±0.2% |
| Sep 04, 2026 | 2 | 27.1% | +0.5pt | ±1.5% |
| Sep 09, 2026 | 7 | 21.5% | +0.4pt | ±2.4% |
| Sep 11, 2026 | 9 | 23.4% | +0.9pt | ±3.0% |
| Sep 14, 2026 | 12 | 22.8% | +0.1pt | ±3.3% |
| Sep 16, 2026 | 14 | 22.7% | -0.3pt | ±3.6% |
| Sep 18, 2026 | 16 | 23.6% | +1.0pt | ±4.0% |
| Sep 25, 2026 | 23 | 23.5% | +1.2pt | ±4.7% |
| Oct 02, 2026 | 30 | 24.1% | +0.5pt | ±5.6% |
| Oct 09, 2026 | 37 | 24.0% | +0.5pt | ±6.1% |
| Oct 16, 2026 | 44 | 24.6% | +1.3pt | ±6.9% |
| Nov 20, 2026 | 79 | 29.8% | +1.8pt | ±11.1% |
| Dec 18, 2026 | 107 | 28.7% | +1.9pt | ±12.4% |
| Jan 15, 2027 | 135 | 28.4% | +1.7pt | ±13.8% |
| Mar 19, 2027 | 198 | 29.9% | +1.6pt | ±17.6% |
| Apr 16, 2027 | 226 | 29.8% | +1.4pt | ±18.7% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20