NIO волатильность NIO Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.49.5%
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.41.0%
HV6036.6%
Спред IV − HV20
+8.5pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
79
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 15:36 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 68.0% | — | ±6.0% |
| Sep 11, 2026 | 8 | 53.7% | — | ±8.1% |
| Sep 18, 2026 | 15 | 48.2% | -9.0pt | ±9.3% |
| Sep 25, 2026 | 22 | 49.6% | -6.5pt | ±11.0% |
| Oct 02, 2026 | 29 | 48.9% | -2.1pt | ±12.2% |
| Oct 09, 2026 | 36 | 52.2% | -4.2pt | ±14.2% |
| Oct 16, 2026 | 43 | 50.3% | -1.6pt | ±14.8% |
| Oct 23, 2026 | 50 | 49.8% | +62.9pt | ±15.7% |
| Nov 20, 2026 | 78 | 53.4% | +0.6pt | ±20.6% |
| Jan 15, 2027 | 134 | 54.8% | -2.7pt | ±27.4% |
| Feb 19, 2027 | 169 | 55.4% | -2.5pt | ±31.0% |
| Mar 19, 2027 | 197 | 56.8% | -3.8pt | ±34.1% |
| Apr 16, 2027 | 225 | 56.6% | -4.6pt | ±36.2% |
| Dec 17, 2027 | 470 | 59.9% | -4.0pt | ±54.5% |
| Jan 21, 2028 | 505 | 60.9% | -3.3pt | ±57.1% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20