NVDA volatilitas 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%
Selisih IV − HV20
+14.1pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
50
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 hari yang direkam
Cboe delayed options data · per 12:39 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 87.2% | +50.1pt | ±2.1% |
| Oct 21, 2026 | 2 | 71.8% | -0.4pt | ±4.6% |
| Oct 23, 2026 | 4 | 41.6% | +25.1pt | ±3.6% |
| Oct 26, 2026 | 7 | 41.3% | -4.1pt | ±4.7% |
| Oct 28, 2026 | 9 | 37.9% | +25.4pt | ±4.8% |
| Oct 30, 2026 | 11 | 35.9% | +4.1pt | ±5.1% |
| Nov 02, 2026 | 14 | 34.7% | +21.6pt | ±5.5% |
| Nov 06, 2026 | 18 | 36.6% | +4.6pt | ±6.6% |
| Nov 13, 2026 | 25 | 35.1% | +6.8pt | ±7.4% |
| Nov 20, 2026 | 32 | 40.1% | +5.5pt | ±9.5% |
| Nov 27, 2026 | 39 | 38.1% | +5.7pt | ±10.0% |
| Dec 18, 2026 | 60 | 37.4% | +3.4pt | ±12.2% |
| Jan 15, 2027 | 88 | 36.4% | +4.8pt | ±14.3% |
| Feb 19, 2027 | 123 | 36.0% | +4.7pt | ±16.8% |
| Mar 19, 2027 | 151 | 37.5% | +4.4pt | ±19.3% |
| Apr 16, 2027 | 179 | 37.1% | +4.2pt | ±20.8% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20