SCHW volatility 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.25.7%
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.28.3%
HV6024.0%
IV − HV20 spread
-2.6pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
18
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 22:02 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 | 4 | 28.3% | +0.5pt | ±2.4% |
| Oct 30, 2026 | 11 | 26.4% | +1.6pt | ±3.7% |
| Nov 06, 2026 | 18 | 26.3% | +1.8pt | ±4.7% |
| Nov 13, 2026 | 25 | 26.1% | +2.0pt | ±5.6% |
| Nov 20, 2026 | 32 | 25.6% | +1.6pt | ±6.1% |
| Nov 27, 2026 | 39 | 24.4% | +2.7pt | ±6.4% |
| Dec 18, 2026 | 60 | 24.9% | +1.8pt | ±8.1% |
| Jan 15, 2027 | 88 | 24.8% | +2.4pt | ±9.8% |
| Feb 19, 2027 | 123 | 26.3% | +2.1pt | ±12.2% |
| Mar 19, 2027 | 151 | 26.8% | +2.5pt | ±13.7% |
| Jun 17, 2027 | 241 | 27.4% | +3.2pt | ±17.7% |
| Sep 17, 2027 | 333 | 28.8% | +2.8pt | ±21.7% |
| Jan 21, 2028 | 459 | 30.1% | +2.4pt | ±26.6% |
| Feb 18, 2028 | 487 | 28.9% | +2.5pt | ±26.1% |
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