ORCL volatilidad Oracle Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.60.3%
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.57.1%
HV6056.4%
Diferencial IV − HV20
+3.2pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
80
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.
28/60 días registrados
Cboe delayed options data · a fecha de 12:39 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 88.1% | -75.8pt | ±7.7% |
| Oct 30, 2026 | 11 | 71.7% | -42.3pt | ±10.1% |
| Nov 06, 2026 | 18 | 65.4% | -2.1pt | ±11.7% |
| Nov 13, 2026 | 25 | 61.8% | -2.4pt | ±13.0% |
| Nov 20, 2026 | 32 | 59.8% | -3.0pt | ±14.2% |
| Nov 27, 2026 | 39 | 57.6% | -3.4pt | ±15.1% |
| Dec 18, 2026 | 60 | 62.9% | -1.1pt | ±20.4% |
| Jan 15, 2027 | 88 | 59.7% | -0.3pt | ±23.3% |
| Feb 19, 2027 | 123 | 57.3% | +1.9pt | ±26.4% |
| Mar 19, 2027 | 151 | 59.2% | +1.6pt | ±30.2% |
| Apr 16, 2027 | 179 | 58.2% | +1.6pt | ±32.1% |
| Jun 17, 2027 | 241 | 58.0% | +1.7pt | ±37.1% |
| Sep 17, 2027 | 333 | 58.0% | -3.9pt | ±43.2% |
| Oct 15, 2027 | 361 | 56.0% | -4.8pt | ±43.2% |
| Dec 17, 2027 | 424 | 57.4% | -3.2pt | ±47.8% |
| Jan 21, 2028 | 459 | 57.4% | -4.0pt | ±49.4% |
Sonrisa de volatilidad — Nov 20, 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