RTX volatility RTX Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.33.1%
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.22.9%
HV6020.3%
IV − HV20 spread
+10.2pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
36
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 06:41 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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 | 60.9% | -2.4pt | ±5.1% |
| Oct 30, 2026 | 10 | 46.6% | -0.8pt | ±6.4% |
| Nov 06, 2026 | 17 | 38.0% | -2.4pt | ±6.7% |
| Nov 13, 2026 | 24 | 33.1% | -2.1pt | ±7.0% |
| Nov 20, 2026 | 31 | 33.1% | +0.4pt | ±7.8% |
| Nov 27, 2026 | 38 | 32.7% | +2.1pt | ±8.6% |
| Dec 18, 2026 | 59 | 28.1% | +1.0pt | ±9.2% |
| Jan 15, 2027 | 87 | 27.5% | +0.8pt | ±10.9% |
| Feb 19, 2027 | 122 | 28.6% | +1.3pt | ±13.3% |
| Mar 19, 2027 | 150 | 28.7% | +2.9pt | ±14.7% |
| May 21, 2027 | 213 | 28.8% | +1.7pt | ±17.5% |
| Jun 17, 2027 | 240 | 28.8% | +1.6pt | ±18.5% |
| Sep 17, 2027 | 332 | 28.8% | +3.3pt | ±21.7% |
| Jan 21, 2028 | 458 | 28.8% | +3.0pt | ±25.4% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20