PLUG volatilità 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%
Spread IV − HV20
+13.2pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
94
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 03:37 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| 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% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20