PLUG volatilité 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.70.4%
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.57.2%
HV6058.7%
Écart IV − HV20
+13.2pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
94
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 03:37 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 60.9% | — | ±5.4% |
| Sep 11, 2026 | 9 | 58.9% | -8.2pt | ±8.5% |
| Sep 18, 2026 | 16 | 65.6% | +4.5pt | ±11.6% |
| Sep 25, 2026 | 23 | 69.1% | +2.1pt | ±14.2% |
| Oct 02, 2026 | 30 | 70.4% | -4.6pt | ±16.3% |
| Oct 09, 2026 | 37 | 73.5% | -2.2pt | ±18.7% |
| Oct 16, 2026 | 44 | 70.1% | -4.0pt | ±19.4% |
| Dec 18, 2026 | 107 | 81.3% | -6.5pt | ±34.0% |
| Jan 15, 2027 | 135 | 81.5% | -8.5pt | ±38.1% |
| Mar 19, 2027 | 198 | 84.7% | -7.9pt | ±47.3% |
| Jan 21, 2028 | 506 | 88.6% | — | ±75.2% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20