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.71.0%
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%
Selisih IV − HV20
+13.8pt
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.
3/60 hari yang direkam
Cboe delayed options data · per 06:41 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 60.9% | — | ±5.4% |
| Sep 11, 2026 | 8 | 58.9% | -8.2pt | ±8.5% |
| Sep 18, 2026 | 15 | 65.6% | +4.5pt | ±11.6% |
| Sep 25, 2026 | 22 | 69.1% | +2.1pt | ±14.2% |
| Oct 02, 2026 | 29 | 70.4% | -4.6pt | ±16.3% |
| Oct 09, 2026 | 36 | 73.5% | -2.2pt | ±18.7% |
| Oct 16, 2026 | 43 | 70.1% | -4.0pt | ±19.4% |
| Dec 18, 2026 | 106 | 81.3% | -6.5pt | ±34.0% |
| Jan 15, 2027 | 134 | 81.5% | -8.5pt | ±38.1% |
| Mar 19, 2027 | 197 | 84.7% | -7.9pt | ±47.3% |
| Jan 21, 2028 | 505 | 88.6% | — | ±75.2% |
Volatility smile — Sep 18, 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