NDX volatility 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.21.5%
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.16.0%
HV6018.4%
IV − HV20 स्प्रेड
+5.5pt
यूनिवर्स पर्सेंटाइलWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
10
स्वयं-इतिहास पर्सेंटाइलWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 दिन रिकॉर्ड किए गए
Cboe delayed options data · के अनुसार 15:40 UTC · इनकी गणना कैसे की जाती है
IV टर्म स्ट्रक्चर
प्रत्येक सूचीबद्ध एक्सपायरी के लिए at-the-money इम्प्लाइड वोलैटिलिटी, शेष दिनों के अनुसार प्लॉट की गई।
| समाप्त होती है | DTE | ATM IV | 25Δ स्क्यूThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 20, 2026 | 0 | 25.0% | +4.8pt | ±0.5% |
| Oct 21, 2026 | 1 | 23.9% | +4.7pt | ±1.1% |
| Oct 22, 2026 | 2 | 24.7% | +5.5pt | ±1.5% |
| Oct 23, 2026 | 3 | 24.3% | +5.5pt | ±1.8% |
| Oct 26, 2026 | 6 | 20.2% | +4.9pt | ±2.1% |
| Oct 27, 2026 | 7 | 20.7% | +5.1pt | ±2.3% |
| Oct 28, 2026 | 8 | 21.9% | +5.5pt | ±2.6% |
| Oct 29, 2026 | 9 | 23.0% | +5.6pt | ±2.9% |
| Oct 30, 2026 | 10 | 23.6% | +6.0pt | ±3.1% |
| Nov 02, 2026 | 13 | 21.8% | +5.5pt | ±3.3% |
| Nov 03, 2026 | 14 | 22.0% | +5.6pt | ±3.5% |
| Nov 04, 2026 | 15 | 22.4% | +5.8pt | ±3.7% |
| Nov 05, 2026 | 16 | 22.3% | +5.9pt | ±3.8% |
| Nov 06, 2026 | 17 | 22.7% | +6.2pt | ±3.9% |
| Nov 09, 2026 | 20 | 21.9% | +6.1pt | ±4.1% |
| Nov 10, 2026 | 21 | 22.0% | +6.1pt | ±4.2% |
वोलैटिलिटी स्माइल — Nov 20, 2026
strike के अनुसार implied volatility। puts की ओर झुकाव (बाईं ओर अधिक) skew है: downside protection की कीमत upside से अधिक।
callsputs
Implied बनाम realized, दैनिक रिकॉर्ड
IV30HV20