PLUG volatilitas 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.82.2%
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%
Selisih IV − HV20
+33.0pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
95
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 15:41 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 80.0% | — | ±8.9% |
| Oct 30, 2026 | 10 | 79.3% | +16.9pt | ±12.5% |
| Nov 06, 2026 | 17 | 81.2% | +5.4pt | ±15.7% |
| Nov 13, 2026 | 24 | 87.2% | -1.1pt | ±19.3% |
| Nov 20, 2026 | 31 | 81.5% | +6.5pt | ±20.4% |
| Nov 27, 2026 | 38 | 81.9% | -5.7pt | ±22.5% |
| Dec 18, 2026 | 59 | 80.5% | -1.6pt | ±27.1% |
| Jan 15, 2027 | 87 | 77.5% | -4.4pt | ±31.4% |
| Mar 19, 2027 | 150 | 79.9% | -9.3pt | ±41.8% |
| Jun 17, 2027 | 240 | 76.7% | -2.6pt | ±50.0% |
| Jan 21, 2028 | 458 | 81.3% | -0.5pt | ±70.7% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20