SYK volatiliteit Stryker Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.27.4%
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.27.0%
HV6039.5%
IV − HV20 spreiding
+0.3pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
34
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dagen vastgelegd
Cboe delayed options data · per 00:38 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | 27.0% | +1.0pt | ±4.7% |
| Oct 16, 2026 | 44 | 27.5% | +1.6pt | ±7.8% |
| Dec 18, 2026 | 107 | 29.3% | +2.3pt | ±12.8% |
| Jan 15, 2027 | 135 | 29.5% | +1.4pt | ±14.4% |
| Mar 19, 2027 | 198 | 30.2% | +2.5pt | ±17.8% |
| Jun 17, 2027 | 288 | 30.2% | +3.3pt | ±21.4% |
| Sep 17, 2027 | 380 | 30.6% | +3.6pt | ±24.9% |
| Jan 21, 2028 | 506 | 31.0% | +3.3pt | ±28.7% |
Volatiliteitsglimlach — Sep 18, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20