NDX volatilitas 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.17.0%
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%
Selisih IV − HV20
+4.0pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
6
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 20:03 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | 19.5% | -2.3pt | ±0.1% |
| Sep 04, 2026 | 1 | 17.0% | +2.1pt | ±0.7% |
| Sep 08, 2026 | 5 | 11.2% | +1.9pt | ±1.1% |
| Sep 09, 2026 | 6 | 12.3% | +2.2pt | ±1.3% |
| Sep 10, 2026 | 7 | 13.2% | +2.4pt | ±1.5% |
| Sep 11, 2026 | 8 | 14.6% | +2.7pt | ±1.7% |
| Sep 14, 2026 | 11 | 13.8% | +2.6pt | ±1.9% |
| Sep 15, 2026 | 12 | 14.3% | +2.8pt | ±2.1% |
| Sep 16, 2026 | 13 | 15.4% | +3.0pt | ±2.3% |
| Sep 17, 2026 | 14 | 15.9% | +3.1pt | ±2.5% |
| Sep 18, 2026 | 15 | 16.3% | +3.3pt | ±2.6% |
| Sep 21, 2026 | 18 | 15.8% | +3.4pt | ±2.8% |
| Sep 22, 2026 | 19 | 16.0% | +3.5pt | ±2.9% |
| Sep 23, 2026 | 20 | 16.1% | +3.7pt | ±3.0% |
| Sep 24, 2026 | 21 | 16.3% | +3.9pt | ±3.1% |
| Sep 25, 2026 | 22 | 16.6% | +3.9pt | ±3.2% |
Volatility smile — Oct 16, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20