NVDA volatilidad 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.31.9%
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.45.0%
HV6041.2%
Diferencial IV − HV20
-13.1pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
48
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 17:03 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 35.3% | +1.8pt | ±1.6% |
| Sep 09, 2026 | 6 | 26.8% | +1.1pt | ±2.8% |
| Sep 11, 2026 | 8 | 30.0% | +1.6pt | ±3.6% |
| Sep 14, 2026 | 11 | 28.3% | +1.6pt | ±4.0% |
| Sep 16, 2026 | 13 | 29.9% | +2.3pt | ±4.6% |
| Sep 18, 2026 | 15 | 31.4% | +2.3pt | ±5.1% |
| Sep 25, 2026 | 22 | 31.1% | +2.6pt | ±6.2% |
| Oct 02, 2026 | 29 | 31.9% | +2.3pt | ±7.3% |
| Oct 09, 2026 | 36 | 32.3% | +2.5pt | ±8.2% |
| Oct 16, 2026 | 43 | 32.7% | +2.6pt | ±9.0% |
| Oct 23, 2026 | 50 | 32.9% | +2.9pt | ±9.8% |
| Nov 20, 2026 | 78 | 37.1% | +2.7pt | ±13.8% |
| Dec 18, 2026 | 106 | 36.9% | +2.7pt | ±15.9% |
| Jan 15, 2027 | 134 | 36.9% | +2.3pt | ±17.9% |
| Feb 19, 2027 | 169 | 37.0% | +2.5pt | ±20.2% |
| Mar 19, 2027 | 197 | 38.2% | +2.2pt | ±22.4% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20