ORCL ボラティリティ 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.65.4%
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%
IV − HV20スプレッド
+19.3pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
93
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 日分記録済み
Cboe delayed options data · 基準日時： 15:36 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 61.5% | -3.6pt | ±2.8% |
| Sep 11, 2026 | 8 | 93.4% | -7.1pt | ±11.2% |
| Sep 18, 2026 | 15 | 77.6% | -3.8pt | ±12.7% |
| Sep 25, 2026 | 22 | 70.0% | -3.4pt | ±13.8% |
| Oct 02, 2026 | 29 | 66.0% | -1.8pt | ±14.9% |
| Oct 09, 2026 | 36 | 62.9% | -2.5pt | ±15.9% |
| Oct 16, 2026 | 43 | 61.9% | -2.3pt | ±16.9% |
| Oct 23, 2026 | 50 | 61.2% | — | ±18.1% |
| Nov 20, 2026 | 78 | 59.3% | -1.7pt | ±21.7% |
| Dec 18, 2026 | 106 | 60.6% | -1.9pt | ±25.8% |
| Jan 15, 2027 | 134 | 59.0% | -2.1pt | ±28.1% |
| Mar 19, 2027 | 197 | 58.8% | -2.3pt | ±33.8% |
| Jun 17, 2027 | 287 | 58.3% | -2.5pt | ±40.1% |
| Sep 17, 2027 | 379 | 58.8% | -2.2pt | ±46.1% |
| Oct 15, 2027 | 407 | 58.8% | -1.8pt | ±47.5% |
| Dec 17, 2027 | 470 | 59.0% | -1.9pt | ±51.1% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20