OKLO Volatilität Oklo Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.84.5%
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.60.0%
HV6083.6%
IV − HV20-Spread
+24.4pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
95
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 12:41 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 86.7% | +4.2pt | ±8.3% |
| Oct 30, 2026 | 10 | 80.8% | +3.9pt | ±12.0% |
| Nov 06, 2026 | 17 | 83.3% | +1.2pt | ±15.5% |
| Nov 13, 2026 | 24 | 85.3% | -1.7pt | ±18.6% |
| Nov 20, 2026 | 31 | 84.4% | +2.0pt | ±20.6% |
| Nov 27, 2026 | 38 | 81.4% | +2.0pt | ±21.9% |
| Dec 18, 2026 | 59 | 79.2% | -0.8pt | ±26.4% |
| Jan 15, 2027 | 87 | 77.2% | -1.1pt | ±31.2% |
| Mar 19, 2027 | 150 | 77.1% | -2.7pt | ±39.9% |
| Jun 17, 2027 | 240 | 77.5% | -3.6pt | ±49.8% |
| Dec 17, 2027 | 423 | 77.3% | -7.2pt | ±66.2% |
| Jan 21, 2028 | 458 | 76.9% | -6.9pt | ±66.5% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20