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.32.6%
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%
Спред IV − HV20
-12.4pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
50
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 14:03 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 39.6% | +0.5pt | ±1.9% |
| Sep 09, 2026 | 6 | 28.8% | +0.9pt | ±3.0% |
| Sep 11, 2026 | 8 | 31.7% | +1.3pt | ±3.8% |
| Sep 14, 2026 | 11 | 29.7% | +1.4pt | ±4.2% |
| Sep 16, 2026 | 13 | 31.2% | +2.2pt | ±4.8% |
| Sep 18, 2026 | 15 | 32.4% | +2.1pt | ±5.3% |
| Sep 25, 2026 | 22 | 32.1% | +2.4pt | ±6.4% |
| Oct 02, 2026 | 29 | 32.5% | +2.2pt | ±7.4% |
| Oct 09, 2026 | 36 | 32.9% | +2.5pt | ±8.3% |
| Oct 16, 2026 | 43 | 33.5% | +2.5pt | ±9.3% |
| Oct 23, 2026 | 50 | 34.0% | +2.9pt | ±10.1% |
| Nov 20, 2026 | 78 | 37.4% | +2.8pt | ±13.9% |
| Dec 18, 2026 | 106 | 37.2% | +2.7pt | ±16.0% |
| Jan 15, 2027 | 134 | 37.2% | +2.5pt | ±18.0% |
| Feb 19, 2027 | 169 | 37.2% | +2.4pt | ±20.3% |
| Mar 19, 2027 | 197 | 38.3% | +2.2pt | ±22.5% |
Улыбка волатильности — Sep 18, 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