MU volatilità 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.60.5%
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%
Spread IV − HV20
+9.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 03:36 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | 70.9% | +7.9pt | ±0.4% |
| Sep 04, 2026 | 2 | 55.4% | -1.0pt | ±3.2% |
| Sep 09, 2026 | 7 | 44.9% | -1.3pt | ±4.9% |
| Sep 11, 2026 | 9 | 49.6% | -1.1pt | ±6.3% |
| Sep 14, 2026 | 12 | 47.1% | — | ±6.8% |
| Sep 16, 2026 | 14 | 49.9% | — | ±7.8% |
| Sep 18, 2026 | 16 | 51.7% | -0.5pt | ±8.7% |
| Sep 25, 2026 | 23 | 52.7% | -0.2pt | ±10.5% |
| Oct 02, 2026 | 30 | 60.5% | -0.6pt | ±13.7% |
| Oct 09, 2026 | 37 | 59.6% | -1.0pt | ±15.0% |
| Oct 16, 2026 | 44 | 59.3% | -1.1pt | ±16.4% |
| Nov 20, 2026 | 79 | 59.5% | -1.4pt | ±22.1% |
| Dec 18, 2026 | 107 | 59.4% | -1.8pt | ±25.4% |
| Jan 15, 2027 | 135 | 60.3% | -1.7pt | ±29.0% |
| Feb 19, 2027 | 170 | 60.1% | -2.1pt | ±32.5% |
| Mar 19, 2027 | 198 | 60.7% | -2.4pt | ±35.2% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20