OKTA volatilité 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.51.5%
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.103.9%
HV6071.8%
Écart IV − HV20
-52.4pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
85
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 jours enregistrés
Cboe delayed options data · au 15:36 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 80.5% | -0.1pt | ±1.7% |
| Sep 11, 2026 | 7 | 46.3% | -1.1pt | ±5.2% |
| Sep 18, 2026 | 14 | 46.6% | +0.7pt | ±7.3% |
| Sep 25, 2026 | 21 | 52.3% | +1.8pt | ±10.1% |
| Oct 02, 2026 | 28 | 51.3% | +2.1pt | ±11.4% |
| Oct 09, 2026 | 35 | 52.1% | +1.7pt | ±12.9% |
| Oct 16, 2026 | 42 | 51.8% | +0.6pt | ±14.0% |
| Oct 23, 2026 | 49 | 52.6% | +1.1pt | ±15.4% |
| Nov 20, 2026 | 77 | 51.8% | +0.3pt | ±18.9% |
| Dec 18, 2026 | 105 | 61.2% | -0.5pt | ±26.1% |
| Jan 15, 2027 | 133 | 59.8% | +0.2pt | ±28.6% |
| Feb 19, 2027 | 168 | 57.5% | +0.3pt | ±30.9% |
| Mar 19, 2027 | 196 | 60.5% | — | ±34.9% |
| Jun 17, 2027 | 286 | 60.4% | — | ±41.8% |
| Sep 17, 2027 | 378 | 60.4% | — | ±47.8% |
| Dec 17, 2027 | 469 | 60.1% | — | ±52.7% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20