NVDA волатильность 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.38.5%
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.23.8%
HV6036.8%
Спред IV − HV20
+14.6pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
49
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 06:40 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 36.1% | +3.7pt | ±2.1% |
| Oct 23, 2026 | 3 | 36.7% | +4.6pt | ±3.1% |
| Oct 26, 2026 | 6 | 31.9% | +4.3pt | ±3.5% |
| Oct 28, 2026 | 8 | 33.9% | +4.5pt | ±4.3% |
| Oct 30, 2026 | 10 | 35.4% | +4.6pt | ±4.9% |
| Nov 02, 2026 | 13 | 32.7% | +3.7pt | ±5.2% |
| Nov 06, 2026 | 17 | 34.9% | +4.8pt | ±6.2% |
| Nov 13, 2026 | 24 | 34.5% | +4.7pt | ±7.3% |
| Nov 20, 2026 | 31 | 38.9% | +5.2pt | ±9.2% |
| Nov 27, 2026 | 38 | 37.7% | +4.9pt | ±9.9% |
| Dec 18, 2026 | 59 | 36.9% | +5.3pt | ±11.9% |
| Jan 15, 2027 | 87 | 36.4% | +4.7pt | ±14.3% |
| Feb 19, 2027 | 122 | 36.1% | +4.6pt | ±16.7% |
| Mar 19, 2027 | 150 | 37.6% | +4.3pt | ±19.2% |
| Apr 16, 2027 | 178 | 37.4% | +4.1pt | ±20.8% |
| May 21, 2027 | 213 | 37.5% | +3.8pt | ±22.9% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20