PFE Volatilität Pfizer Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.—
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.17.2%
HV6019.6%
IV − HV20-Spread
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Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
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Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
0/60 Tage aufgezeichnet
Cboe delayed options data · Stand 12:40 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | — | +0.9pt | — |
| Oct 30, 2026 | 11 | — | +1.3pt | — |
| Nov 06, 2026 | 18 | — | +0.7pt | — |
| Nov 13, 2026 | 25 | — | +0.2pt | — |
| Nov 20, 2026 | 32 | — | +1.0pt | — |
| Nov 27, 2026 | 39 | — | +1.9pt | — |
| Dec 18, 2026 | 60 | — | +1.2pt | — |
| Jan 15, 2027 | 88 | — | +1.3pt | — |
| Mar 19, 2027 | 151 | — | +1.0pt | — |
| Jun 17, 2027 | 241 | — | +1.7pt | — |
| Sep 17, 2027 | 333 | — | +2.7pt | — |
| Dec 17, 2027 | 424 | — | +2.0pt | — |
| Jan 21, 2028 | 459 | — | +1.7pt | — |
Volatility Smile
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20