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.31.1%
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.21.8%
HV6037.6%
Спред IV − HV20
+9.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
29
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 09:40 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 |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 25.3% | +2.8pt | ±1.5% |
| Oct 23, 2026 | 3 | 26.2% | +3.2pt | ±2.2% |
| Oct 26, 2026 | 6 | 22.5% | +3.3pt | ±2.6% |
| Oct 30, 2026 | 10 | 40.2% | +2.8pt | ±5.6% |
| Nov 02, 2026 | 13 | 36.4% | +5.5pt | ±5.7% |
| Nov 04, 2026 | 15 | — | — | — |
| Nov 06, 2026 | 17 | 34.6% | +3.0pt | ±6.2% |
| Nov 13, 2026 | 24 | 32.3% | +3.3pt | ±6.8% |
| Nov 20, 2026 | 31 | 31.0% | +3.3pt | ±7.4% |
| Nov 27, 2026 | 38 | 29.5% | +3.4pt | ±7.7% |
| Dec 18, 2026 | 59 | 29.2% | +3.2pt | ±9.5% |
| Jan 15, 2027 | 87 | 28.5% | +3.0pt | ±11.2% |
| Feb 19, 2027 | 122 | 30.2% | +2.6pt | ±14.0% |
| Mar 19, 2027 | 150 | 30.1% | +2.5pt | ±15.4% |
| Apr 16, 2027 | 178 | 29.7% | +2.7pt | ±16.6% |
| Jun 17, 2027 | 240 | 30.7% | +2.7pt | ±19.8% |
Улыбка волатильности — Nov 20, 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