TFC volatilità 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.24.6%
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.18.8%
HV6024.8%
Spread IV − HV20
+5.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
25
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 00:38 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 |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | 22.6% | +2.6pt | ±4.0% |
| Oct 16, 2026 | 44 | 25.4% | +4.4pt | ±7.2% |
| Nov 20, 2026 | 79 | 25.6% | +2.9pt | ±9.8% |
| Dec 18, 2026 | 107 | 25.9% | +3.3pt | ±11.2% |
| Jan 15, 2027 | 135 | 25.8% | +3.6pt | ±12.5% |
| Mar 19, 2027 | 198 | 27.3% | +5.2pt | ±16.0% |
| Jun 17, 2027 | 288 | 27.9% | +4.8pt | ±19.3% |
| Sep 17, 2027 | 380 | 28.5% | +6.0pt | ±22.3% |
| Jan 21, 2028 | 506 | 29.6% | +5.7pt | ±26.3% |
Volatility smile — Sep 18, 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