NDX volatilité 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.18.0%
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.13.0%
HV6023.8%
Écart IV − HV20
+5.0pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
9
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 03:36 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | 86.7% | — | ±0.0% |
| Sep 03, 2026 | 1 | 17.5% | +2.0pt | ±0.7% |
| Sep 04, 2026 | 2 | 17.5% | +2.9pt | ±1.0% |
| Sep 08, 2026 | 6 | 14.0% | +2.7pt | ±1.4% |
| Sep 09, 2026 | 7 | 14.3% | +3.0pt | ±1.6% |
| Sep 10, 2026 | 8 | 14.9% | +3.4pt | ±1.8% |
| Sep 11, 2026 | 9 | 16.0% | +3.9pt | ±2.0% |
| Sep 14, 2026 | 12 | 15.1% | +3.7pt | ±2.2% |
| Sep 15, 2026 | 13 | 15.6% | +4.0pt | ±2.4% |
| Sep 16, 2026 | 14 | 16.7% | +4.4pt | ±2.6% |
| Sep 17, 2026 | 15 | 17.1% | +4.6pt | ±2.8% |
| Sep 18, 2026 | 16 | 17.6% | +4.8pt | ±2.9% |
| Sep 21, 2026 | 19 | 16.8% | +4.7pt | ±3.1% |
| Sep 22, 2026 | 20 | 17.1% | +4.9pt | ±3.2% |
| Sep 23, 2026 | 21 | 17.2% | +5.3pt | ±3.3% |
| Sep 24, 2026 | 22 | 17.5% | +5.2pt | ±3.4% |
Smile de volatilité — Oct 16, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20