PLUG volatilidad Plug Power Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.83.1%
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.49.2%
HV6055.5%
Diferencial IV − HV20
+33.9pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
95
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 03:41 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 94.3% | — | ±10.2% |
| Oct 30, 2026 | 11 | 83.5% | -0.6pt | ±14.2% |
| Nov 06, 2026 | 18 | 83.7% | -3.1pt | ±17.1% |
| Nov 13, 2026 | 25 | 85.8% | -7.5pt | ±20.1% |
| Nov 20, 2026 | 32 | 82.2% | -15.0pt | ±21.5% |
| Nov 27, 2026 | 39 | 76.1% | +2.8pt | ±21.9% |
| Dec 18, 2026 | 60 | 79.7% | -9.5pt | ±27.7% |
| Jan 15, 2027 | 88 | 79.0% | -18.4pt | ±32.8% |
| Mar 19, 2027 | 151 | 79.2% | -10.0pt | ±42.3% |
| Jun 17, 2027 | 241 | 78.6% | -3.5pt | ±52.2% |
| Jan 21, 2028 | 459 | 82.0% | -8.0pt | ±70.8% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20