MU волатильность 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%
Спред IV − HV20
+1.4pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
69
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 21:59 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 19, 2026 | 0 | 37.0% | +3.7pt | ±0.2% |
| Oct 21, 2026 | 2 | 57.1% | +3.8pt | ±3.4% |
| Oct 23, 2026 | 4 | 57.1% | +4.2pt | ±4.8% |
| Oct 26, 2026 | 7 | 50.7% | -0.2pt | ±5.6% |
| Oct 28, 2026 | 9 | 51.1% | +3.1pt | ±6.4% |
| Oct 30, 2026 | 11 | 52.6% | +3.7pt | ±7.3% |
| Nov 02, 2026 | 14 | 48.7% | +0.8pt | ±7.6% |
| Nov 06, 2026 | 18 | 51.4% | +4.0pt | ±9.1% |
| Nov 13, 2026 | 25 | 50.1% | +3.3pt | ±10.5% |
| Nov 20, 2026 | 32 | 49.9% | +2.7pt | ±11.8% |
| Nov 27, 2026 | 39 | 48.2% | +2.2pt | ±12.6% |
| Dec 18, 2026 | 60 | 49.7% | +2.2pt | ±16.1% |
| Jan 15, 2027 | 88 | 49.9% | +1.5pt | ±19.5% |
| Feb 19, 2027 | 123 | 49.6% | +0.8pt | ±22.9% |
| Mar 19, 2027 | 151 | 50.1% | +0.6pt | ±25.6% |
| Apr 16, 2027 | 179 | 50.4% | -0.1pt | ±28.0% |
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