SO volatilidade The Southern Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.17.5%
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.13.5%
HV6017.3%
Spread IV − HV20
+3.9pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
8
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 15:38 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 18.6% | +2.6pt | ±1.2% |
| Sep 11, 2026 | 8 | 16.6% | +5.1pt | ±2.1% |
| Sep 18, 2026 | 15 | 16.3% | +0.5pt | ±2.8% |
| Sep 25, 2026 | 22 | 17.7% | +6.1pt | ±3.6% |
| Oct 02, 2026 | 29 | 17.1% | +4.3pt | ±4.0% |
| Oct 09, 2026 | 36 | 19.1% | -0.2pt | ±4.9% |
| Oct 16, 2026 | 43 | 17.4% | +1.8pt | ±5.0% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 18.6% | +4.0pt | ±7.2% |
| Dec 18, 2026 | 106 | 18.3% | +2.5pt | ±8.1% |
| Jan 15, 2027 | 134 | 18.1% | +4.3pt | ±8.9% |
| Feb 19, 2027 | 169 | 19.0% | +3.1pt | ±10.6% |
| Mar 19, 2027 | 197 | 18.4% | +3.8pt | ±10.9% |
| Jun 17, 2027 | 287 | 19.6% | +4.0pt | ±13.8% |
| Sep 17, 2027 | 379 | 19.3% | +3.9pt | ±15.4% |
| Jan 21, 2028 | 505 | 19.7% | +4.1pt | ±18.0% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20