PSX volatilitas 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.45.3%
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.28.4%
HV6029.3%
Selisih IV − HV20
+16.9pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
63
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 12:42 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 49.9% | +2.6pt | ±4.2% |
| Oct 30, 2026 | 10 | 49.1% | -2.8pt | ±6.8% |
| Nov 06, 2026 | 17 | 46.9% | -1.2pt | ±8.3% |
| Nov 13, 2026 | 24 | 45.1% | +1.5pt | ±9.4% |
| Nov 20, 2026 | 31 | 45.4% | -1.0pt | ±10.8% |
| Nov 27, 2026 | 38 | 44.2% | -1.3pt | ±11.5% |
| Dec 18, 2026 | 59 | 44.0% | +0.8pt | ±14.2% |
| Jan 15, 2027 | 87 | 43.8% | +0.3pt | ±17.1% |
| Feb 19, 2027 | 122 | 43.6% | +1.5pt | ±20.1% |
| Mar 19, 2027 | 150 | 44.4% | +0.4pt | ±22.5% |
| May 21, 2027 | 213 | 44.3% | +0.5pt | ±26.7% |
| Jun 17, 2027 | 240 | 44.2% | +0.4pt | ±28.1% |
| Aug 20, 2027 | 304 | 43.6% | +0.8pt | ±31.0% |
| Sep 17, 2027 | 332 | 43.2% | +1.2pt | ±31.9% |
| Nov 19, 2027 | 395 | 43.1% | — | ±34.6% |
| Jan 21, 2028 | 458 | 42.4% | — | ±36.6% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20