TGT волатильность Target Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.28.2%
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.32.0%
HV6033.6%
Спред IV − HV20
-3.9pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
39
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 15:38 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 29.2% | +2.9pt | ±1.3% |
| Sep 11, 2026 | 7 | 25.2% | +0.7pt | ±3.0% |
| Sep 18, 2026 | 14 | 27.2% | +0.8pt | ±4.5% |
| Sep 25, 2026 | 21 | 27.6% | +1.0pt | ±5.5% |
| Oct 02, 2026 | 28 | 28.0% | +1.5pt | ±6.4% |
| Oct 09, 2026 | 35 | 28.4% | +1.2pt | ±7.2% |
| Oct 16, 2026 | 42 | 29.2% | +1.0pt | ±8.0% |
| Oct 23, 2026 | 49 | 29.6% | +1.2pt | ±8.8% |
| Nov 20, 2026 | 77 | 35.0% | +1.8pt | ±13.1% |
| Dec 18, 2026 | 105 | 34.1% | +0.9pt | ±14.7% |
| Jan 15, 2027 | 133 | 34.0% | +2.1pt | ±16.4% |
| Mar 19, 2027 | 196 | 35.6% | +1.9pt | ±20.7% |
| Apr 16, 2027 | 224 | 35.3% | +1.8pt | ±21.9% |
| Jun 17, 2027 | 286 | 36.5% | +1.7pt | ±25.4% |
| Sep 17, 2027 | 378 | 36.7% | +2.4pt | ±29.1% |
| Dec 17, 2027 | 469 | 37.1% | +1.8pt | ±32.4% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20