SCHW volatilidad 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.25.4%
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.21.1%
HV6023.8%
Diferencial IV − HV20
+4.3pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
18
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 00:42 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 | 27.9% | +2.5pt | ±2.0% |
| Oct 30, 2026 | 10 | 26.3% | +4.0pt | ±3.5% |
| Nov 06, 2026 | 17 | 27.6% | +3.8pt | ±4.8% |
| Nov 13, 2026 | 24 | 25.6% | +3.8pt | ±5.4% |
| Nov 20, 2026 | 31 | 25.4% | +2.7pt | ±6.0% |
| Nov 27, 2026 | 38 | 24.4% | +3.2pt | ±6.3% |
| Dec 18, 2026 | 59 | 24.3% | +3.5pt | ±7.8% |
| Jan 15, 2027 | 87 | 24.7% | +2.1pt | ±9.7% |
| Feb 19, 2027 | 122 | 26.2% | +2.4pt | ±12.1% |
| Mar 19, 2027 | 150 | 26.6% | +2.8pt | ±13.5% |
| Jun 17, 2027 | 240 | 27.3% | +3.0pt | ±17.5% |
| Sep 17, 2027 | 332 | 28.1% | +3.0pt | ±21.0% |
| Jan 21, 2028 | 458 | 28.5% | +1.9pt | ±25.1% |
| Feb 18, 2028 | 486 | 28.8% | +3.1pt | ±25.8% |
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