MSFT volatilitas 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.31.6%
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.21.8%
HV6037.6%
Selisih IV − HV20
+9.8pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
30
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 03:40 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 34.2% | — | ±0.2% |
| Oct 21, 2026 | 2 | 26.4% | +2.8pt | ±1.6% |
| Oct 23, 2026 | 4 | 26.9% | +3.2pt | ±2.3% |
| Oct 26, 2026 | 7 | 23.0% | +3.3pt | ±2.5% |
| Oct 30, 2026 | 11 | 40.4% | +2.8pt | ±5.6% |
| Nov 02, 2026 | 14 | 36.4% | +5.5pt | ±5.8% |
| Nov 06, 2026 | 18 | 35.1% | +3.0pt | ±6.3% |
| Nov 13, 2026 | 25 | 32.3% | +3.3pt | ±6.8% |
| Nov 20, 2026 | 32 | 31.4% | +3.3pt | ±7.5% |
| Nov 27, 2026 | 39 | 29.5% | +3.4pt | ±7.7% |
| Dec 18, 2026 | 60 | 29.2% | +3.2pt | ±9.5% |
| Jan 15, 2027 | 88 | 28.5% | +3.0pt | ±11.2% |
| Feb 19, 2027 | 123 | 30.2% | +2.6pt | ±14.0% |
| Mar 19, 2027 | 151 | 30.1% | +2.5pt | ±15.5% |
| Apr 16, 2027 | 179 | 29.7% | +2.7pt | ±16.7% |
| Jun 17, 2027 | 241 | 30.7% | +2.7pt | ±19.9% |
Volatility smile — Nov 20, 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