T Volatilität 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.30.0%
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.44.7%
HV6032.1%
IV − HV20-Spread
-14.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
28
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 Tage aufgezeichnet
Cboe delayed options data · Stand 22:03 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 60.4% | +4.8pt | ±4.4% |
| Oct 30, 2026 | 10 | 40.8% | +3.4pt | ±5.1% |
| Nov 06, 2026 | 17 | 33.0% | +3.5pt | ±5.7% |
| Nov 13, 2026 | 24 | 34.1% | +5.5pt | ±7.0% |
| Nov 20, 2026 | 31 | 29.4% | +4.0pt | ±6.9% |
| Nov 27, 2026 | 38 | 26.3% | +3.7pt | ±6.8% |
| Dec 18, 2026 | 59 | 28.1% | +4.7pt | ±9.2% |
| Jan 15, 2027 | 87 | 26.1% | +4.3pt | ±10.6% |
| Mar 19, 2027 | 150 | 28.3% | +4.8pt | ±14.4% |
| Apr 16, 2027 | 178 | 26.8% | +6.3pt | ±15.0% |
| Jun 17, 2027 | 240 | 28.4% | +3.9pt | ±18.0% |
| Sep 17, 2027 | 332 | 28.7% | +3.2pt | ±21.1% |
| Oct 15, 2027 | 360 | 30.3% | +2.3pt | ±23.2% |
| Jan 21, 2028 | 458 | 29.5% | +3.0pt | ±25.0% |
| Apr 21, 2028 | 549 | 29.8% | -0.4pt | ±27.0% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20