SMCI волатильность 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.68.2%
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.81.9%
HV60115.8%
Спред IV − HV20
-13.7pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
94
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 21:53 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 78.1% | -3.1pt | ±3.3% |
| Sep 11, 2026 | 8 | 64.7% | -2.4pt | ±7.7% |
| Sep 18, 2026 | 15 | 67.0% | -1.6pt | ±10.9% |
| Sep 25, 2026 | 22 | 67.0% | -3.1pt | ±13.2% |
| Oct 02, 2026 | 29 | 67.9% | -0.9pt | ±15.3% |
| Oct 09, 2026 | 36 | 69.3% | -0.3pt | ±17.4% |
| Oct 16, 2026 | 43 | 69.0% | -2.4pt | ±18.9% |
| Oct 23, 2026 | 50 | 70.1% | — | ±20.7% |
| Nov 20, 2026 | 78 | 76.8% | -2.2pt | ±28.2% |
| Dec 18, 2026 | 106 | 75.5% | -1.2pt | ±32.2% |
| Jan 15, 2027 | 134 | 74.8% | -1.7pt | ±35.8% |
| Feb 19, 2027 | 169 | 76.7% | -2.6pt | ±41.1% |
| Mar 19, 2027 | 197 | 76.2% | -2.0pt | ±43.9% |
| Jun 17, 2027 | 287 | 77.7% | -2.5pt | ±53.6% |
| Sep 17, 2027 | 379 | 78.4% | — | ±60.8% |
| Dec 17, 2027 | 470 | 78.2% | — | ±67.7% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20