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.22.4%
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.22.8%
HV6022.5%
Selisih IV − HV20
-0.4pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
18
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 15:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 27.8% | +0.8pt | ±1.4% |
| Sep 11, 2026 | 8 | 21.2% | -0.1pt | ±2.6% |
| Sep 18, 2026 | 15 | 22.3% | +0.4pt | ±3.7% |
| Sep 25, 2026 | 22 | 21.5% | +0.2pt | ±4.3% |
| Oct 02, 2026 | 29 | 22.4% | +0.7pt | ±5.1% |
| Oct 09, 2026 | 36 | 22.7% | +1.2pt | ±5.8% |
| Oct 16, 2026 | 43 | 22.6% | +0.6pt | ±6.3% |
| Oct 23, 2026 | 50 | 29.2% | +2.6pt | ±8.7% |
| Nov 20, 2026 | 78 | 24.8% | +1.0pt | ±9.6% |
| Dec 18, 2026 | 106 | 24.8% | +0.9pt | ±10.9% |
| Jan 15, 2027 | 134 | 24.5% | +1.5pt | ±11.9% |
| Mar 19, 2027 | 197 | 24.6% | +0.9pt | ±14.5% |
| Jun 17, 2027 | 287 | 25.5% | +1.2pt | ±18.5% |
| Sep 17, 2027 | 379 | 25.3% | +1.6pt | ±20.8% |
| Dec 17, 2027 | 470 | 26.1% | +1.5pt | ±23.4% |
| Jan 21, 2028 | 505 | 26.0% | +0.2pt | ±24.1% |
Volatility smile — Sep 18, 2026
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