SYK volatilitas 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.38.6%
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.24.9%
HV6035.9%
Selisih IV − HV20
+13.7pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
49
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 00:45 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 38.6% | +0.6pt | ±9.2% |
| Dec 18, 2026 | 60 | 34.0% | +0.4pt | ±11.0% |
| Jan 15, 2027 | 88 | 33.1% | +1.5pt | ±13.0% |
| Mar 19, 2027 | 151 | 32.9% | +1.6pt | ±16.9% |
| Jun 17, 2027 | 241 | 32.8% | +3.2pt | ±21.3% |
| Sep 17, 2027 | 333 | 32.3% | +2.9pt | ±24.5% |
| Jan 21, 2028 | 459 | 32.4% | +3.4pt | ±28.6% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20