NVDA Volatilität 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.32.7%
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%
IV − HV20-Spread
-12.3pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
50
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 18:36 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 37.4% | +0.2pt | ±1.6% |
| Sep 09, 2026 | 6 | 28.3% | +0.9pt | ±2.9% |
| Sep 11, 2026 | 8 | 31.1% | +1.6pt | ±3.7% |
| Sep 14, 2026 | 11 | 29.6% | +1.6pt | ±4.1% |
| Sep 16, 2026 | 13 | 31.1% | +2.1pt | ±4.7% |
| Sep 18, 2026 | 15 | 32.2% | +2.2pt | ±5.2% |
| Sep 25, 2026 | 22 | 32.1% | +2.3pt | ±6.3% |
| Oct 02, 2026 | 29 | 32.7% | +2.2pt | ±7.4% |
| Oct 09, 2026 | 36 | 33.0% | +2.4pt | ±8.3% |
| Oct 16, 2026 | 43 | 33.4% | +2.3pt | ±9.2% |
| Oct 23, 2026 | 50 | 34.4% | +2.4pt | ±10.2% |
| Nov 20, 2026 | 78 | 37.7% | +2.7pt | ±13.9% |
| Dec 18, 2026 | 106 | 37.4% | +2.7pt | ±16.1% |
| Jan 15, 2027 | 134 | 37.4% | +2.4pt | ±18.1% |
| Feb 19, 2027 | 169 | 37.4% | +2.2pt | ±20.3% |
| Mar 19, 2027 | 197 | 38.6% | +2.0pt | ±22.5% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20