TFC volatility Truist Financial Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.23.6%
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.19.3%
HV6019.5%
IV − HV20 spread
+4.4pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
15
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 18:44 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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 | 23.6% | +4.1pt | ±6.2% |
| Dec 18, 2026 | 60 | 23.8% | +4.9pt | ±8.0% |
| Jan 15, 2027 | 88 | 23.4% | +4.4pt | ±9.4% |
| Mar 19, 2027 | 151 | 25.2% | +5.3pt | ±13.1% |
| Jun 17, 2027 | 241 | 26.2% | +4.8pt | ±17.0% |
| Sep 17, 2027 | 333 | 26.9% | +5.3pt | ±20.2% |
| Jan 21, 2028 | 459 | 28.1% | +5.5pt | ±24.3% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20