PFE volatiliteit 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.17.5%
HV6019.2%
IV − HV20 spreiding
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UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
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Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
0/60 dagen vastgelegd
Cboe delayed options data · per 12:42 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | — | -0.1pt | — |
| Oct 30, 2026 | 10 | — | -1.2pt | — |
| Nov 06, 2026 | 17 | — | +3.4pt | — |
| Nov 13, 2026 | 24 | — | -0.3pt | — |
| Nov 20, 2026 | 31 | — | +0.5pt | — |
| Nov 27, 2026 | 38 | — | -0.1pt | — |
| Dec 18, 2026 | 59 | — | +1.5pt | — |
| Jan 15, 2027 | 87 | — | +0.7pt | — |
| Mar 19, 2027 | 150 | — | +1.2pt | — |
| Jun 17, 2027 | 240 | — | +2.0pt | — |
| Sep 17, 2027 | 332 | — | +1.8pt | — |
| Dec 17, 2027 | 423 | — | +1.9pt | — |
| Jan 21, 2028 | 458 | — | +1.4pt | — |
Volatiliteitsglimlach
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20