T volatilidade AT&T Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.21.0%
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.17.7%
HV6029.3%
Spread IV − HV20
+3.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
14
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 00:38 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 | 2 | 24.5% | -0.4pt | ±1.5% |
| Sep 11, 2026 | 9 | 21.4% | +1.4pt | ±2.7% |
| Sep 18, 2026 | 16 | 22.0% | +1.7pt | ±3.7% |
| Sep 25, 2026 | 23 | 21.0% | +3.6pt | ±4.2% |
| Oct 02, 2026 | 30 | 21.0% | +1.8pt | ±4.8% |
| Oct 09, 2026 | 37 | 21.7% | +3.5pt | ±6.0% |
| Oct 16, 2026 | 44 | 23.2% | +1.8pt | ±6.7% |
| Nov 20, 2026 | 79 | 26.1% | +2.3pt | ±9.7% |
| Dec 18, 2026 | 107 | 25.9% | +2.0pt | ±11.2% |
| Jan 15, 2027 | 135 | 25.2% | +2.0pt | ±12.4% |
| Mar 19, 2027 | 198 | 26.7% | +1.4pt | ±15.5% |
| Apr 16, 2027 | 226 | 26.7% | +3.4pt | ±16.7% |
| Jun 17, 2027 | 288 | 27.1% | +1.9pt | ±18.7% |
| Sep 17, 2027 | 380 | 26.8% | +4.3pt | ±21.0% |
| Oct 15, 2027 | 408 | 27.8% | +2.0pt | ±22.4% |
| Jan 21, 2028 | 506 | 27.6% | +2.8pt | ±24.4% |
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