ORCL volatilidade 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.65.5%
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.46.1%
HV6056.9%
Spread IV − HV20
+19.3pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
92
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 03:36 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 58.0% | -3.8pt | ±3.4% |
| Sep 11, 2026 | 9 | 90.9% | -6.5pt | ±11.4% |
| Sep 18, 2026 | 16 | 77.0% | -4.2pt | ±12.8% |
| Sep 25, 2026 | 23 | 69.8% | -3.6pt | ±13.9% |
| Oct 02, 2026 | 30 | 65.5% | -3.7pt | ±14.9% |
| Oct 09, 2026 | 37 | 63.3% | -3.1pt | ±16.1% |
| Oct 16, 2026 | 44 | 61.7% | -2.7pt | ±17.0% |
| Nov 20, 2026 | 79 | 58.9% | -2.2pt | ±21.6% |
| Dec 18, 2026 | 107 | 60.4% | -1.7pt | ±25.8% |
| Jan 15, 2027 | 135 | 58.9% | -2.0pt | ±28.1% |
| Mar 19, 2027 | 198 | 58.7% | -1.8pt | ±33.8% |
| Jun 17, 2027 | 288 | 58.1% | -2.2pt | ±40.0% |
| Sep 17, 2027 | 380 | 58.8% | -1.6pt | ±46.1% |
| Oct 15, 2027 | 408 | 58.9% | -2.0pt | ±47.5% |
| Dec 17, 2027 | 471 | 59.3% | -1.6pt | ±51.3% |
| Jan 21, 2028 | 506 | 58.7% | -1.4pt | ±52.4% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20