PANW volatilidad Palo Alto Networks, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.53.4%
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.56.1%
HV6060.9%
Diferencial IV − HV20
-2.7pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
74
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 15:42 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 | 55.4% | +5.2pt | ±4.8% |
| Oct 30, 2026 | 11 | 53.9% | +4.8pt | ±7.4% |
| Nov 06, 2026 | 18 | 53.7% | +4.4pt | ±9.6% |
| Nov 13, 2026 | 25 | 51.6% | +4.3pt | ±10.8% |
| Nov 20, 2026 | 32 | 54.0% | +2.8pt | ±12.7% |
| Nov 27, 2026 | 39 | 55.5% | +1.0pt | ±14.5% |
| Dec 18, 2026 | 60 | 55.2% | +2.3pt | ±17.9% |
| Jan 15, 2027 | 88 | 53.1% | +3.0pt | ±20.8% |
| Mar 19, 2027 | 151 | 55.0% | +1.8pt | ±28.1% |
| Apr 16, 2027 | 179 | 54.7% | +0.3pt | ±30.4% |
| May 21, 2027 | 214 | 55.5% | +0.1pt | ±33.6% |
| Jun 17, 2027 | 241 | 55.0% | +0.7pt | ±35.3% |
| Sep 17, 2027 | 333 | 55.0% | +0.8pt | ±41.2% |
| Dec 17, 2027 | 424 | 55.7% | +0.3pt | ±46.9% |
| Jan 21, 2028 | 459 | 55.1% | +0.7pt | ±48.1% |
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