OKTA volatilidad Okta, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.53.8%
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.103.7%
HV6071.5%
Diferencial IV − HV20
-49.9pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
85
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.
3/60 días registrados
Cboe delayed options data · a fecha de 15:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 70.4% | -9.0pt | ±3.3% |
| Sep 11, 2026 | 8 | 50.1% | -3.2pt | ±6.1% |
| Sep 18, 2026 | 15 | 52.4% | -3.3pt | ±8.6% |
| Sep 25, 2026 | 22 | 53.2% | -4.2pt | ±10.5% |
| Oct 02, 2026 | 29 | 53.9% | -4.9pt | ±12.2% |
| Oct 09, 2026 | 36 | 53.4% | -5.9pt | ±13.5% |
| Oct 16, 2026 | 43 | 54.2% | -2.9pt | ±14.9% |
| Oct 23, 2026 | 50 | 53.5% | — | ±15.9% |
| Nov 20, 2026 | 78 | 53.4% | -3.6pt | ±19.7% |
| Dec 18, 2026 | 106 | 61.0% | -3.6pt | ±26.2% |
| Jan 15, 2027 | 134 | 59.3% | -3.6pt | ±28.6% |
| Feb 19, 2027 | 169 | 57.3% | -2.9pt | ±31.0% |
| Mar 19, 2027 | 197 | 60.2% | -1.6pt | ±35.1% |
| Jun 17, 2027 | 287 | 60.5% | — | ±42.2% |
| Sep 17, 2027 | 379 | 60.1% | — | ±47.9% |
| Dec 17, 2027 | 470 | 60.0% | — | ±53.0% |
Sonrisa de volatilidad — Sep 18, 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