SCHW volatilité The Charles Schwab Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.22.9%
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.19.5%
HV6023.1%
Écart IV − HV20
+3.4pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
19
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 00:38 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 26.7% | -2.2pt | ±1.6% |
| Sep 11, 2026 | 9 | 23.0% | -0.8pt | ±2.9% |
| Sep 18, 2026 | 16 | 23.6% | +1.7pt | ±4.0% |
| Sep 25, 2026 | 23 | 23.3% | +0.9pt | ±4.7% |
| Oct 02, 2026 | 30 | 22.9% | -0.6pt | ±5.3% |
| Oct 09, 2026 | 37 | 24.9% | +0.6pt | ±6.4% |
| Oct 16, 2026 | 44 | 24.8% | +0.2pt | ±7.0% |
| Nov 20, 2026 | 79 | 26.2% | +1.5pt | ±9.8% |
| Dec 18, 2026 | 107 | 25.9% | +2.7pt | ±11.3% |
| Jan 15, 2027 | 135 | 26.1% | +3.0pt | ±12.8% |
| Feb 19, 2027 | 170 | 27.3% | +2.2pt | ±14.9% |
| Mar 19, 2027 | 198 | 27.1% | +2.5pt | ±16.0% |
| Jun 17, 2027 | 288 | 27.9% | +3.0pt | ±19.7% |
| Sep 17, 2027 | 380 | 27.9% | +3.8pt | ±22.6% |
| Jan 21, 2028 | 506 | 29.7% | +3.6pt | ±27.7% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20