OKTA volatilitas 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.52.5%
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.103.7%
HV6071.5%
Selisih IV − HV20
-51.2pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 09:36 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 68.1% | -8.1pt | ±4.3% |
| Sep 11, 2026 | 8 | 52.8% | -0.1pt | ±6.7% |
| Sep 18, 2026 | 15 | 51.7% | -2.9pt | ±8.7% |
| Sep 25, 2026 | 22 | 52.2% | -1.5pt | ±10.5% |
| Oct 02, 2026 | 29 | 52.3% | -1.8pt | ±12.0% |
| Oct 09, 2026 | 36 | 53.4% | -3.5pt | ±13.6% |
| Oct 16, 2026 | 43 | 52.6% | -0.8pt | ±14.6% |
| Nov 20, 2026 | 78 | 53.6% | -0.5pt | ±19.9% |
| Dec 18, 2026 | 106 | 62.8% | -3.4pt | ±27.0% |
| Jan 15, 2027 | 134 | 59.7% | -2.2pt | ±28.8% |
| Feb 19, 2027 | 169 | 58.2% | -2.4pt | ±31.4% |
| Mar 19, 2027 | 197 | 60.9% | -1.7pt | ±35.4% |
| Jun 17, 2027 | 287 | 61.0% | — | ±42.5% |
| Sep 17, 2027 | 379 | 60.1% | — | ±47.9% |
| Dec 17, 2027 | 470 | 60.7% | — | ±53.4% |
| Jan 21, 2028 | 505 | 60.2% | — | ±54.7% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20