独立期权市场研究
★
菜单
股票 预期涨跌幅 波动率 财报 市场总览 期权活动 筛选器 期权计算器 新闻
学习与工具 学习 数据问答 AI 智能体 方法论 ★ 已保存 API
关于 关于我们 联系我们 免责声明
查看期权
深色模式

引导视图
初次接触市场?价格、收益率、年初至今涨跌幅、市值。每个术语我们都会在您浏览时用简单易懂的语言为您解释。数据相同,帮助随时内置其中。

专家视角
您已熟悉市场。只看数据:简洁、快速、紧凑,无多余说明。这是默认视图。

界面语言
DATA API

免费只读JSON接口,提供汇总指标,有频率限制。

PNC 波动率 The PNC Financial Services Group, Inc.

IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.24.0%
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.15.0%
HV6016.9%
IV − HV20价差 +8.9pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history). 15
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period. 29/60 已记录天数

Cboe delayed options data · 截至 Oct 19, 22:01 UTC · 计算方法说明

IV期限结构

各上市到期日的平值隐含波动率,以剩余天数为横轴绘制。

21%23%26%28%32d459d4d
到期时间DTEATM IV25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure.隐含涨跌幅
Oct 23, 2026 4 24.7% -0.2pt ±2.1%
Oct 30, 2026 11 24.3% +2.6pt ±3.4%
Nov 06, 2026 18 25.8% +5.8pt ±4.6%
Nov 13, 2026 25 22.9% +4.2pt ±4.8%
Nov 20, 2026 32 24.3% +2.8pt ±5.8%
Nov 27, 2026 39 22.1% +3.5pt ±5.8%
Dec 18, 2026 60 22.6% +3.2pt ±7.5%
Jan 15, 2027 88 24.5% +2.8pt ±9.8%
Feb 19, 2027 123 23.9% +3.0pt ±11.2%
Mar 19, 2027 151 24.8% +4.2pt ±12.9%
May 21, 2027 214 25.1% +4.8pt ±15.4%
Jun 17, 2027 241 25.1% +3.8pt ±16.3%
Sep 17, 2027 333 25.8% +2.8pt ±19.4%
Jan 21, 2028 459 26.5% +4.7pt ±23.1%

波动率微笑 — Nov 20, 2026

各行权价的隐含波动率。向put倾斜(左侧更高)即为偏斜:下行保护的定价高于上行。

18%28%37%47%216.2175.0255.0
看涨期权看跌期权

隐含与已实现波动率,每日记录

13.5%18.6%23.7%28.8%Aug 31Oct 19
IV30HV20

非必需消费品

ABNB · Airbnb, Inc.AMZN · Amazon.com, Inc.AZO · AutoZone, Inc.BABA · Alibaba Group Holding…BBY · Best Buy Co., Inc.BYD · Boyd Gaming CorporationCAVA · CAVA Group, Inc.CCL · Carnival Corporation & plc

ETF

ARKK · ARK Innovation ETFBITO · ProShares Bitcoin ETFDIA · State Street SPDR Dow…EEM · iShares MSCI Emerging…EFA · iShares MSCI EAFE ETFEWZ · iShares MSCI Brazil ETFFXI · iShares China Large-Cap ETFGDX · VanEck Gold Miners ETF

科技

AAPL · Apple Inc.ADBE · Adobe Inc.AI · C3.ai, Inc.AMAT · Applied Materials, Inc.AMD · Advanced Micro Device…APP · AppLovin CorporationARM · Arm Holdings plc Amer…ASML · ASML Holding N.V.

金融服务

AFRM · Affirm Holdings, Inc.ALL · The Allstate CorporationALLY · Ally Financial Inc.AXP · American Express CompanyBAC · Bank of America CorporationBLK · BlackRock, Inc.BX · Blackstone Inc.C · Citigroup Inc.

工业

AAL · American Airlines Gro…BA · The Boeing CompanyCAT · Caterpillar Inc.CMI · Cummins Inc.DAL · Delta Air Lines, Inc.DE · Deere & CompanyEMR · Emerson Electric Co.ETN · Eaton Corporation plc

必需消费品

CELH · Celsius Holdings, Inc.CL · Colgate-Palmolive CompanyCOST · Costco Wholesale Corp…DG · Dollar General CorporationDLTR · Dollar Tree, Inc.EL · The Estée Lauder Comp…GIS · General Mills, Inc.HSY · The Hershey Company