PSX volatilidad 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.37.7%
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%
Diferencial IV − HV20
+8.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 18:41 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 42.9% | -7.8pt | ±1.9% |
| Sep 11, 2026 | 8 | 34.9% | -1.3pt | ±4.2% |
| Sep 18, 2026 | 15 | 37.8% | -1.6pt | ±6.1% |
| Sep 25, 2026 | 22 | 37.2% | +0.4pt | ±7.3% |
| Oct 02, 2026 | 29 | 37.7% | -0.5pt | ±8.5% |
| Oct 09, 2026 | 36 | 37.5% | -3.2pt | ±9.4% |
| Oct 16, 2026 | 43 | 38.8% | +0.5pt | ±10.8% |
| Oct 23, 2026 | 50 | 39.2% | -1.4pt | ±11.6% |
| Nov 20, 2026 | 78 | 41.1% | +0.6pt | ±15.3% |
| Dec 18, 2026 | 106 | 40.9% | -0.4pt | ±17.6% |
| Jan 15, 2027 | 134 | 40.4% | -0.5pt | ±19.6% |
| Feb 19, 2027 | 169 | 40.2% | -0.6pt | ±21.8% |
| Mar 19, 2027 | 197 | 40.2% | +0.0pt | ±23.4% |
| May 21, 2027 | 260 | 39.9% | +0.7pt | ±26.7% |
| Jun 17, 2027 | 287 | 40.2% | +0.4pt | ±28.1% |
| Aug 20, 2027 | 351 | 39.4% | — | ±30.3% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20