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.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
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
17
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 06:43 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 | 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
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