MU Volatilität Micron Technology, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.60.1%
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.51.2%
HV6097.0%
IV − HV20-Spread
+8.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 17:03 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 57.6% | -3.4pt | ±2.6% |
| Sep 09, 2026 | 6 | 44.3% | -1.9pt | ±4.6% |
| Sep 11, 2026 | 8 | 50.1% | -1.7pt | ±6.0% |
| Sep 14, 2026 | 11 | 46.7% | -1.4pt | ±6.5% |
| Sep 16, 2026 | 13 | 51.4% | — | ±7.8% |
| Sep 18, 2026 | 15 | 51.8% | -1.2pt | ±8.4% |
| Sep 25, 2026 | 22 | 52.6% | -0.4pt | ±10.3% |
| Oct 02, 2026 | 29 | 60.2% | -2.6pt | ±13.6% |
| Oct 09, 2026 | 36 | 59.9% | -1.8pt | ±15.0% |
| Oct 16, 2026 | 43 | 59.2% | -2.1pt | ±16.2% |
| Oct 23, 2026 | 50 | 59.4% | — | ±17.5% |
| Nov 20, 2026 | 78 | 59.6% | -2.3pt | ±22.0% |
| Dec 18, 2026 | 106 | 59.5% | -2.5pt | ±25.5% |
| Jan 15, 2027 | 134 | 60.0% | -2.5pt | ±28.9% |
| Feb 19, 2027 | 169 | 59.9% | -2.8pt | ±32.3% |
| Mar 19, 2027 | 197 | 60.5% | -2.9pt | ±35.2% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20