SMCI volatilité 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.86.0%
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.61.3%
HV6079.8%
Écart IV − HV20
+24.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
96
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.
29/60 jours enregistrés
Cboe delayed options data · au 09:43 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 90.3% | +1.3pt | ±7.6% |
| Oct 30, 2026 | 10 | 79.1% | +3.7pt | ±11.2% |
| Nov 06, 2026 | 17 | 92.8% | +3.0pt | ±16.4% |
| Nov 13, 2026 | 24 | 88.7% | +2.7pt | ±18.4% |
| Nov 20, 2026 | 31 | 85.7% | +3.0pt | ±20.1% |
| Nov 27, 2026 | 38 | 82.3% | +3.5pt | ±21.3% |
| Dec 18, 2026 | 59 | 79.0% | +2.9pt | ±25.3% |
| Jan 15, 2027 | 87 | 75.5% | +2.0pt | ±29.3% |
| Feb 19, 2027 | 122 | 76.9% | +2.5pt | ±35.1% |
| Mar 19, 2027 | 150 | 76.2% | -0.1pt | ±38.4% |
| May 21, 2027 | 213 | 76.1% | +1.2pt | ±45.4% |
| Jun 17, 2027 | 240 | 75.5% | +0.0pt | ±48.4% |
| Sep 17, 2027 | 332 | 74.9% | -1.6pt | ±56.0% |
| Dec 17, 2027 | 423 | 75.6% | -2.3pt | ±63.2% |
| Jan 21, 2028 | 458 | 75.3% | -0.1pt | ±65.3% |
Smile de volatilité — Nov 20, 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