SYK volatilità 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%
Spread IV − HV20
+13.7pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
49
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.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 12:44 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 38.6% | +0.6pt | ±9.2% |
| Dec 18, 2026 | 59 | 34.0% | +0.4pt | ±11.0% |
| Jan 15, 2027 | 87 | 33.1% | +1.5pt | ±13.0% |
| Mar 19, 2027 | 150 | 32.9% | +1.6pt | ±16.9% |
| Jun 17, 2027 | 240 | 32.8% | +3.2pt | ±21.3% |
| Sep 17, 2027 | 332 | 32.3% | +2.9pt | ±24.5% |
| Jan 21, 2028 | 458 | 32.4% | +3.4pt | ±28.6% |
Volatility smile — Nov 20, 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