NDX volatilidad Nasdaq-100 Index
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.21.4%
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.18.6%
HV6018.4%
Diferencial IV − HV20
+2.8pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
10
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 días registrados
Cboe delayed options data · a fecha de 21:04 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 254.8% | — | ±0.0% |
| Oct 20, 2026 | 1 | 21.9% | +2.7pt | ±0.9% |
| Oct 21, 2026 | 2 | 22.6% | +4.0pt | ±1.3% |
| Oct 22, 2026 | 3 | 23.8% | +5.1pt | ±1.7% |
| Oct 23, 2026 | 4 | 23.9% | +5.7pt | ±2.0% |
| Oct 26, 2026 | 7 | 20.5% | +5.0pt | ±2.3% |
| Oct 27, 2026 | 8 | 20.9% | +5.5pt | ±2.5% |
| Oct 28, 2026 | 9 | 22.0% | +5.7pt | ±2.8% |
| Oct 29, 2026 | 10 | 23.0% | +6.0pt | ±3.0% |
| Oct 30, 2026 | 11 | 23.5% | +6.4pt | ±3.3% |
| Nov 02, 2026 | 14 | 21.8% | +5.9pt | ±3.4% |
| Nov 03, 2026 | 15 | 22.0% | +6.0pt | ±3.6% |
| Nov 04, 2026 | 16 | 22.4% | +6.2pt | ±3.7% |
| Nov 05, 2026 | 17 | 22.5% | +6.2pt | ±3.9% |
| Nov 06, 2026 | 18 | 22.8% | +6.4pt | ±4.0% |
| Nov 09, 2026 | 21 | 21.9% | +6.6pt | ±4.2% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20