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.38.9%
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%
Diferencial IV − HV20
+14.1pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
50
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.
28/60 días registrados
Cboe delayed options data · a fecha de 13:04 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 90.1% | +39.7pt | ±2.1% |
| Oct 21, 2026 | 2 | 72.3% | -12.1pt | ±4.6% |
| Oct 23, 2026 | 4 | 41.1% | +14.3pt | ±3.6% |
| Oct 26, 2026 | 7 | 40.7% | +0.1pt | ±4.6% |
| Oct 28, 2026 | 9 | 38.1% | +21.0pt | ±4.9% |
| Oct 30, 2026 | 11 | 35.9% | +3.6pt | ±5.1% |
| Nov 02, 2026 | 14 | 34.8% | +3.2pt | ±5.6% |
| Nov 06, 2026 | 18 | 36.5% | +4.1pt | ±6.6% |
| Nov 13, 2026 | 25 | 35.1% | +7.2pt | ±7.4% |
| Nov 20, 2026 | 32 | 40.0% | +5.2pt | ±9.5% |
| Nov 27, 2026 | 39 | 38.2% | +5.7pt | ±10.1% |
| Dec 18, 2026 | 60 | 37.4% | +3.7pt | ±12.2% |
| Jan 15, 2027 | 88 | 36.3% | +4.7pt | ±14.3% |
| Feb 19, 2027 | 123 | 36.0% | +4.7pt | ±16.8% |
| Mar 19, 2027 | 151 | 37.5% | +4.5pt | ±19.3% |
| Apr 16, 2027 | 179 | 37.3% | +4.1pt | ±20.9% |
Sonrisa de volatilidad — Nov 20, 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