NVDA volatilità NVIDIA Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.32.6%
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.45.0%
HV6041.2%
Spread IV − HV20
-12.4pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
50
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 00:36 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | 62.2% | — | ±0.5% |
| Sep 04, 2026 | 2 | 35.7% | +1.5pt | ±2.1% |
| Sep 09, 2026 | 7 | 28.9% | +1.6pt | ±3.2% |
| Sep 11, 2026 | 9 | 31.4% | +2.0pt | ±3.9% |
| Sep 14, 2026 | 12 | 29.7% | +2.2pt | ±4.1% |
| Sep 16, 2026 | 14 | 31.0% | +2.4pt | ±4.7% |
| Sep 18, 2026 | 16 | 32.3% | +2.8pt | ±5.4% |
| Sep 25, 2026 | 23 | 32.1% | +3.0pt | ±6.4% |
| Oct 02, 2026 | 30 | 32.6% | +2.8pt | ±7.4% |
| Oct 09, 2026 | 37 | 32.8% | +2.9pt | ±8.7% |
| Oct 16, 2026 | 44 | 33.3% | +3.0pt | ±9.2% |
| Nov 20, 2026 | 79 | 37.5% | +2.9pt | ±14.0% |
| Dec 18, 2026 | 107 | 37.1% | +2.9pt | ±15.8% |
| Jan 15, 2027 | 135 | 37.2% | +2.7pt | ±17.8% |
| Feb 19, 2027 | 170 | 37.2% | +2.5pt | ±20.3% |
| Mar 19, 2027 | 198 | 38.4% | +2.3pt | ±22.3% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20