PGR волатильность The Progressive Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.23.8%
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.26.9%
HV6034.8%
Спред IV − HV20
-3.1pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
22
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 00:36 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 24.6% | +6.3pt | ±2.0% |
| Sep 11, 2026 | 9 | 22.7% | +3.4pt | ±3.0% |
| Sep 18, 2026 | 16 | 24.0% | +3.0pt | ±4.1% |
| Sep 25, 2026 | 23 | 23.7% | +4.2pt | ±5.0% |
| Oct 02, 2026 | 30 | 23.8% | +2.2pt | ±5.6% |
| Oct 09, 2026 | 37 | 24.1% | +2.5pt | ±6.3% |
| Oct 16, 2026 | 44 | 25.7% | +2.2pt | ±7.2% |
| Nov 20, 2026 | 79 | 25.6% | +2.2pt | ±9.6% |
| Dec 18, 2026 | 107 | 25.3% | +4.3pt | ±11.0% |
| Jan 15, 2027 | 135 | 22.3% | +3.8pt | ±13.4% |
| Feb 19, 2027 | 170 | 23.8% | +5.0pt | ±14.7% |
| Mar 19, 2027 | 198 | 24.5% | +4.7pt | ±15.6% |
| Jun 17, 2027 | 288 | 24.9% | +6.6pt | ±18.0% |
| Sep 17, 2027 | 380 | 25.4% | +5.4pt | ±20.9% |
| Jan 21, 2028 | 506 | 24.8% | +3.6pt | ±24.5% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20