SMCI volatilidad Super Micro Computer, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.68.3%
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.83.3%
HV60116.7%
Diferencial IV − HV20
-15.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
94
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.
3/60 días registrados
Cboe delayed options data · a fecha de 16:03 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 79.6% | -2.6pt | ±3.6% |
| Sep 11, 2026 | 8 | 65.2% | -1.6pt | ±7.8% |
| Sep 18, 2026 | 15 | 66.6% | +0.1pt | ±10.9% |
| Sep 25, 2026 | 22 | 67.6% | +1.0pt | ±13.3% |
| Oct 02, 2026 | 29 | 68.2% | +0.9pt | ±15.4% |
| Oct 09, 2026 | 36 | 68.5% | +2.0pt | ±17.2% |
| Oct 16, 2026 | 43 | 68.7% | -0.3pt | ±18.8% |
| Oct 23, 2026 | 50 | 69.9% | +2.2pt | ±20.7% |
| Nov 20, 2026 | 78 | 76.2% | -0.5pt | ±28.0% |
| Dec 18, 2026 | 106 | 75.0% | +0.0pt | ±32.1% |
| Jan 15, 2027 | 134 | 73.7% | -1.4pt | ±35.3% |
| Feb 19, 2027 | 169 | 76.3% | -0.6pt | ±40.9% |
| Mar 19, 2027 | 197 | 75.7% | -0.5pt | ±43.6% |
| Jun 17, 2027 | 287 | 77.4% | -1.2pt | ±54.0% |
| Sep 17, 2027 | 379 | 78.2% | — | ±61.3% |
| Dec 17, 2027 | 470 | 78.6% | — | ±68.9% |
Sonrisa de volatilidad — Sep 18, 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