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.49.9%
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.48.5%
HV6069.0%
Spread IV − HV20
+1.4pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
70
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.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 06:40 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 |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 57.0% | +3.9pt | ±3.4% |
| Oct 23, 2026 | 3 | 56.9% | +4.3pt | ±4.8% |
| Oct 26, 2026 | 6 | 50.0% | +4.0pt | ±5.6% |
| Oct 28, 2026 | 8 | 51.1% | +3.9pt | ±6.4% |
| Oct 30, 2026 | 10 | 52.1% | +4.4pt | ±7.3% |
| Nov 02, 2026 | 13 | 49.8% | +3.3pt | ±7.6% |
| Nov 06, 2026 | 17 | 51.4% | +3.9pt | ±9.1% |
| Nov 13, 2026 | 24 | 50.0% | +3.2pt | ±10.5% |
| Nov 20, 2026 | 31 | 49.9% | +2.5pt | ±11.8% |
| Nov 27, 2026 | 38 | 48.2% | +2.2pt | ±12.6% |
| Dec 18, 2026 | 59 | 49.8% | +2.1pt | ±16.1% |
| Jan 15, 2027 | 87 | 49.9% | +1.4pt | ±19.5% |
| Feb 19, 2027 | 122 | 49.6% | +0.7pt | ±23.0% |
| Mar 19, 2027 | 150 | 50.1% | +0.5pt | ±25.6% |
| Apr 16, 2027 | 178 | 50.4% | -0.2pt | ±28.1% |
| May 21, 2027 | 213 | 50.4% | -0.6pt | ±30.6% |
Volatility smile — Nov 20, 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