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.45.5%
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.26.9%
HV6029.3%
Diferencial IV − HV20
+18.6pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
63
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.
30/60 días registrados
Cboe delayed options data · a fecha de 22:00 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 50.9% | +2.0pt | ±3.7% |
| Oct 30, 2026 | 10 | 49.8% | -1.4pt | ±6.6% |
| Nov 06, 2026 | 17 | 47.2% | +1.1pt | ±8.1% |
| Nov 13, 2026 | 24 | 45.9% | -3.5pt | ±9.4% |
| Nov 20, 2026 | 31 | 45.4% | -1.0pt | ±10.6% |
| Nov 27, 2026 | 38 | 44.5% | -0.6pt | ±11.4% |
| Dec 18, 2026 | 59 | 44.0% | -0.8pt | ±14.1% |
| Jan 15, 2027 | 87 | 43.7% | +0.3pt | ±16.9% |
| Feb 19, 2027 | 122 | 43.3% | +0.6pt | ±19.8% |
| Mar 19, 2027 | 150 | 44.0% | -0.0pt | ±22.2% |
| May 21, 2027 | 213 | 44.0% | +0.5pt | ±26.4% |
| Jun 17, 2027 | 240 | 43.9% | +0.2pt | ±27.8% |
| Aug 20, 2027 | 304 | 43.5% | +1.1pt | ±30.8% |
| Sep 17, 2027 | 332 | 43.1% | +0.8pt | ±31.9% |
| Nov 19, 2027 | 395 | 42.7% | — | ±34.2% |
| Jan 21, 2028 | 458 | 41.9% | — | ±36.1% |
Sonrisa de volatilidad — Nov 20, 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