PSX Volatilität Phillips 66
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.38.5%
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.29.7%
HV6031.9%
IV − HV20-Spread
+8.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
63
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:41 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 39.2% | -3.9pt | ±2.4% |
| Sep 11, 2026 | 8 | 34.6% | -0.6pt | ±4.4% |
| Sep 18, 2026 | 15 | 38.1% | +2.7pt | ±6.4% |
| Sep 25, 2026 | 22 | 38.5% | +3.0pt | ±7.7% |
| Oct 02, 2026 | 29 | 38.5% | -1.3pt | ±8.8% |
| Oct 09, 2026 | 36 | 38.8% | +1.6pt | ±9.9% |
| Oct 16, 2026 | 43 | 39.1% | +0.3pt | ±11.0% |
| Nov 20, 2026 | 78 | 40.8% | +2.2pt | ±15.3% |
| Dec 18, 2026 | 106 | 40.1% | +2.4pt | ±17.4% |
| Jan 15, 2027 | 134 | 40.4% | +0.1pt | ±19.6% |
| Feb 19, 2027 | 169 | 39.6% | +1.4pt | ±21.6% |
| Mar 19, 2027 | 197 | 39.8% | +1.6pt | ±23.3% |
| May 21, 2027 | 260 | 39.4% | +1.6pt | ±26.4% |
| Jun 17, 2027 | 287 | 39.5% | +1.1pt | ±27.6% |
| Aug 20, 2027 | 351 | 39.2% | — | ±30.1% |
| Sep 17, 2027 | 379 | 39.0% | — | ±30.9% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20