OKTA volatilità 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.51.8%
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.103.9%
HV6071.8%
Spread IV − HV20
-52.1pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 giorni registrati
Cboe delayed options data · aggiornato al 21:53 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 65.4% | +5.3pt | ±2.8% |
| Sep 11, 2026 | 8 | 49.2% | +2.2pt | ±5.8% |
| Sep 18, 2026 | 15 | 50.4% | +1.0pt | ±8.2% |
| Sep 25, 2026 | 22 | 50.4% | +0.4pt | ±9.9% |
| Oct 02, 2026 | 29 | 51.9% | +0.3pt | ±11.7% |
| Oct 09, 2026 | 36 | 51.5% | -0.1pt | ±12.9% |
| Oct 16, 2026 | 43 | 52.3% | -0.6pt | ±14.3% |
| Oct 23, 2026 | 50 | 52.2% | — | ±15.4% |
| Nov 20, 2026 | 78 | 52.1% | -0.8pt | ±19.2% |
| Dec 18, 2026 | 106 | 60.2% | -1.0pt | ±25.8% |
| Jan 15, 2027 | 134 | 58.4% | -1.0pt | ±28.0% |
| Feb 19, 2027 | 169 | 56.9% | -0.2pt | ±30.6% |
| Mar 19, 2027 | 197 | 59.4% | — | ±34.4% |
| Jun 17, 2027 | 287 | 60.0% | — | ±41.7% |
| Sep 17, 2027 | 379 | 60.4% | — | ±47.9% |
| Dec 17, 2027 | 470 | 59.8% | — | ±52.5% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20