PG ボラティリティ The Procter & Gamble Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.17.9%
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.13.1%
HV6018.9%
IV − HV20スプレッド
+4.8pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
9
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 日分記録済み
Cboe delayed options data · 基準日時: 21:53 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 20.0% | -0.2pt | ±0.8% |
| Sep 11, 2026 | 8 | 16.3% | +1.2pt | ±1.9% |
| Sep 18, 2026 | 15 | 17.8% | +1.0pt | ±2.9% |
| Sep 25, 2026 | 22 | 21.5% | +0.8pt | ±4.2% |
| Oct 02, 2026 | 29 | 18.0% | +1.5pt | ±4.1% |
| Oct 09, 2026 | 36 | 17.7% | +1.2pt | ±4.5% |
| Oct 16, 2026 | 43 | 18.4% | +1.0pt | ±5.2% |
| Oct 23, 2026 | 50 | 20.0% | -0.7pt | ±6.2% |
| Nov 20, 2026 | 78 | 21.6% | +1.7pt | ±8.1% |
| Dec 18, 2026 | 106 | 20.9% | +2.0pt | ±9.1% |
| Jan 15, 2027 | 134 | 20.7% | +1.8pt | ±10.1% |
| Feb 19, 2027 | 169 | 21.4% | +2.4pt | ±11.7% |
| Mar 19, 2027 | 197 | 21.6% | +2.3pt | ±12.6% |
| Apr 16, 2027 | 225 | 21.7% | +2.2pt | ±13.6% |
| Jun 17, 2027 | 287 | 21.8% | +2.6pt | ±15.2% |
| Sep 17, 2027 | 379 | 21.4% | +3.5pt | ±17.1% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側(左側が高い)への傾きがスキューです:下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20