PFE volatilitas 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%
Selisih IV − HV20
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Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
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Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
0/60 hari yang direkam
Cboe delayed options data · per 12:40 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| 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
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20