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.65.1%
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.46.1%
HV6056.9%
Diferencial IV − HV20
+19.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
92
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 06:36 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 | 57.8% | -3.3pt | ±3.4% |
| Sep 11, 2026 | 8 | 90.8% | -6.0pt | ±11.4% |
| Sep 18, 2026 | 15 | 77.0% | -4.0pt | ±12.8% |
| Sep 25, 2026 | 22 | 69.7% | -3.3pt | ±13.9% |
| Oct 02, 2026 | 29 | 65.4% | -3.5pt | ±14.9% |
| Oct 09, 2026 | 36 | 63.2% | -2.8pt | ±16.1% |
| Oct 16, 2026 | 43 | 61.7% | -2.7pt | ±17.0% |
| Nov 20, 2026 | 78 | 58.9% | -2.2pt | ±21.6% |
| Dec 18, 2026 | 106 | 60.4% | -1.7pt | ±25.8% |
| Jan 15, 2027 | 134 | 58.9% | -2.0pt | ±28.1% |
| Mar 19, 2027 | 197 | 58.7% | -1.7pt | ±33.8% |
| Jun 17, 2027 | 287 | 58.1% | -2.1pt | ±40.0% |
| Sep 17, 2027 | 379 | 58.8% | -1.5pt | ±46.1% |
| Oct 15, 2027 | 407 | 58.8% | -1.8pt | ±47.5% |
| Dec 17, 2027 | 470 | 59.3% | -1.5pt | ±51.3% |
| Jan 21, 2028 | 505 | 58.7% | -1.3pt | ±52.4% |
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