NDX volatilidade 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.21.6%
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%
Spread IV − HV20
+5.6pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
9
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 21:40 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 20, 2026 | 0 | 91.0% | +19.7pt | ±0.0% |
| Oct 21, 2026 | 1 | 23.3% | -1.9pt | ±1.0% |
| Oct 22, 2026 | 2 | 24.7% | +1.0pt | ±1.5% |
| Oct 23, 2026 | 3 | 24.5% | +2.4pt | ±1.8% |
| Oct 26, 2026 | 6 | 20.3% | +3.5pt | ±2.1% |
| Oct 27, 2026 | 7 | 20.9% | +2.8pt | ±2.3% |
| Oct 28, 2026 | 8 | 22.1% | +3.4pt | ±2.6% |
| Oct 29, 2026 | 9 | 23.3% | +3.9pt | ±2.9% |
| Oct 30, 2026 | 10 | 23.8% | +4.4pt | ±3.1% |
| Nov 02, 2026 | 13 | 21.9% | +4.2pt | ±3.3% |
| Nov 03, 2026 | 14 | 22.1% | +4.4pt | ±3.5% |
| Nov 04, 2026 | 15 | 22.5% | +4.5pt | ±3.6% |
| Nov 05, 2026 | 16 | 22.6% | +4.7pt | ±3.8% |
| Nov 06, 2026 | 17 | 22.9% | +5.0pt | ±3.9% |
| Nov 09, 2026 | 20 | 21.8% | +5.0pt | ±4.1% |
| Nov 10, 2026 | 21 | 21.9% | +5.0pt | ±4.2% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20