TFC Volatilität 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.24.3%
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.19.5%
HV6019.5%
IV − HV20-Spread
+4.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
17
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:43 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 24.3% | +2.9pt | ±6.5% |
| Dec 18, 2026 | 59 | 23.6% | +4.5pt | ±8.1% |
| Jan 15, 2027 | 87 | 22.6% | +5.4pt | ±9.3% |
| Mar 19, 2027 | 150 | 24.8% | +5.7pt | ±13.0% |
| Jun 17, 2027 | 240 | 26.7% | +6.5pt | ±17.4% |
| Sep 17, 2027 | 332 | 29.6% | +5.0pt | ±22.2% |
| Jan 21, 2028 | 458 | 27.7% | +5.5pt | ±24.1% |
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