SMCI volatilità 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.68.0%
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.83.3%
HV60116.7%
Spread IV − HV20
-15.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
94
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 06:38 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 78.2% | -2.3pt | ±4.8% |
| Sep 11, 2026 | 8 | 65.5% | -0.8pt | ±8.3% |
| Sep 18, 2026 | 15 | 67.3% | -0.3pt | ±11.3% |
| Sep 25, 2026 | 22 | 66.9% | -1.4pt | ±13.5% |
| Oct 02, 2026 | 29 | 67.9% | -3.5pt | ±15.6% |
| Oct 09, 2026 | 36 | 68.5% | +1.8pt | ±17.5% |
| Oct 16, 2026 | 43 | 69.0% | -1.8pt | ±19.2% |
| Nov 20, 2026 | 78 | 74.9% | -2.4pt | ±27.9% |
| Dec 18, 2026 | 106 | 74.0% | -1.0pt | ±31.9% |
| Jan 15, 2027 | 134 | 74.0% | -1.4pt | ±35.8% |
| Feb 19, 2027 | 169 | 76.3% | -1.0pt | ±41.2% |
| Mar 19, 2027 | 197 | 75.9% | -1.0pt | ±44.1% |
| Jun 17, 2027 | 287 | 76.9% | -1.1pt | ±54.1% |
| Sep 17, 2027 | 379 | 78.5% | — | ±62.0% |
| Dec 17, 2027 | 470 | 78.4% | — | ±69.1% |
| Jan 21, 2028 | 505 | 77.6% | — | ±70.7% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20