MSFT volatilidade 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.31.7%
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%
Spread IV − HV20
+9.9pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
31
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 16:04 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 21, 2026 | 1 | 26.3% | +2.7pt | ±1.2% |
| Oct 23, 2026 | 3 | 26.3% | +2.7pt | ±2.0% |
| Oct 26, 2026 | 6 | 22.3% | +2.0pt | ±2.3% |
| Oct 30, 2026 | 10 | 41.2% | +3.6pt | ±5.5% |
| Nov 02, 2026 | 13 | 38.3% | +4.1pt | ±5.8% |
| Nov 04, 2026 | 15 | 35.6% | +4.8pt | ±5.8% |
| Nov 06, 2026 | 17 | 35.7% | +4.0pt | ±6.2% |
| Nov 13, 2026 | 24 | 32.8% | +3.8pt | ±6.8% |
| Nov 20, 2026 | 31 | 31.6% | +3.4pt | ±7.4% |
| Nov 27, 2026 | 38 | 30.1% | +3.8pt | ±7.8% |
| Dec 18, 2026 | 59 | 29.0% | +3.1pt | ±9.4% |
| Jan 15, 2027 | 87 | 28.1% | +3.3pt | ±11.1% |
| Feb 19, 2027 | 122 | 29.5% | +3.0pt | ±13.7% |
| Mar 19, 2027 | 150 | 29.6% | +2.9pt | ±15.2% |
| Apr 16, 2027 | 178 | 29.7% | +2.9pt | ±16.6% |
| Jun 17, 2027 | 240 | 30.5% | +2.5pt | ±19.7% |
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