TFC volatilité 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%
Écart IV − HV20
+4.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
15
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 22:03 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 24.3% | +2.9pt | ±6.5% |
| Dec 18, 2026 | 60 | 23.6% | +4.5pt | ±8.1% |
| Jan 15, 2027 | 88 | 22.6% | +5.4pt | ±9.3% |
| Mar 19, 2027 | 151 | 24.8% | +5.7pt | ±13.0% |
| Jun 17, 2027 | 241 | 26.7% | +6.5pt | ±17.3% |
| Sep 17, 2027 | 333 | 29.6% | +5.0pt | ±22.2% |
| Jan 21, 2028 | 459 | 27.7% | +5.5pt | ±24.0% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20