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.37.9%
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.24.8%
HV6036.8%
IV − HV20-Spread
+13.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
47
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:04 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 40.4% | +2.7pt | ±0.8% |
| Oct 21, 2026 | 2 | 38.6% | +3.6pt | ±2.4% |
| Oct 23, 2026 | 4 | 38.1% | +4.5pt | ±3.3% |
| Oct 26, 2026 | 7 | 33.1% | +4.4pt | ±3.7% |
| Oct 28, 2026 | 9 | 35.2% | +4.6pt | ±4.5% |
| Oct 30, 2026 | 11 | 36.1% | +4.6pt | ±5.1% |
| Nov 02, 2026 | 14 | 33.5% | +4.5pt | ±5.4% |
| Nov 06, 2026 | 18 | 35.2% | +4.7pt | ±6.3% |
| Nov 13, 2026 | 25 | 34.0% | +4.6pt | ±7.2% |
| Nov 20, 2026 | 32 | 39.1% | +4.8pt | ±9.3% |
| Nov 27, 2026 | 39 | 37.1% | +5.0pt | ±9.8% |
| Dec 18, 2026 | 60 | 36.8% | +4.8pt | ±12.0% |
| Jan 15, 2027 | 88 | 35.9% | +4.6pt | ±14.2% |
| Feb 19, 2027 | 123 | 35.6% | +4.6pt | ±16.6% |
| Mar 19, 2027 | 151 | 37.1% | +4.3pt | ±19.1% |
| Apr 16, 2027 | 179 | 36.9% | +4.1pt | ±20.7% |
Volatility Smile — Nov 20, 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