PRU ボラティリティ Prudential Financial, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.23.0%
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.18.3%
HV6020.5%
IV − HV20スプレッド
+4.7pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
20
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 日分記録済み
Cboe delayed options data · 基準日時： 00:41 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキュー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. | インプライドムーブ |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | 21.1% | +1.3pt | ±3.5% |
| Oct 16, 2026 | 44 | 23.7% | +4.8pt | ±6.6% |
| Nov 20, 2026 | 79 | 25.7% | +5.3pt | ±9.5% |
| Dec 18, 2026 | 107 | 22.3% | +4.0pt | ±9.8% |
| Jan 15, 2027 | 135 | 23.4% | +4.3pt | ±11.4% |
| Mar 19, 2027 | 198 | 25.5% | +5.0pt | ±14.9% |
| Jun 17, 2027 | 288 | 26.8% | +5.2pt | ±18.7% |
| Sep 17, 2027 | 380 | 27.3% | +5.5pt | ±21.5% |
| Dec 17, 2027 | 471 | 26.9% | +5.0pt | ±23.3% |
| Jan 21, 2028 | 506 | 27.3% | +5.0pt | ±24.3% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20