NET 波动率 Cloudflare, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.78.0%
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.56.4%
HV6061.0%
IV − HV20价差
+21.6pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
92
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 已记录天数
Cboe delayed options data · 截至 09:40 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 66.2% | +5.0pt | ±7.3% |
| Oct 30, 2026 | 11 | 64.0% | +7.3pt | ±10.1% |
| Nov 06, 2026 | 18 | 82.9% | +3.8pt | ±15.9% |
| Nov 13, 2026 | 25 | 79.5% | +6.7pt | ±17.6% |
| Nov 20, 2026 | 32 | 77.6% | +5.0pt | ±19.1% |
| Nov 27, 2026 | 39 | 72.6% | +4.9pt | ±19.7% |
| Dec 18, 2026 | 60 | 67.8% | +5.7pt | ±22.4% |
| Jan 15, 2027 | 88 | 64.3% | +4.2pt | ±25.5% |
| Feb 19, 2027 | 123 | 65.7% | +3.9pt | ±30.5% |
| Mar 19, 2027 | 151 | 64.9% | +4.0pt | ±33.2% |
| May 21, 2027 | 214 | 64.7% | +3.5pt | ±39.1% |
| Jun 17, 2027 | 241 | 64.0% | +3.8pt | ±41.0% |
| Sep 17, 2027 | 333 | 63.5% | — | ±47.4% |
| Jan 21, 2028 | 459 | 62.5% | — | ±54.3% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20