TMUS 변동성 T-Mobile US, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.37.9%
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.56.4%
HV6043.0%
IV − HV20 스프레드
-18.5pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
47
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 일 기록됨
Cboe delayed options data · 기준일 12:41 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 36.8% | +6.4pt | ±4.2% |
| Oct 30, 2026 | 11 | 46.3% | +9.0pt | ±7.3% |
| Nov 06, 2026 | 18 | 38.5% | +4.7pt | ±7.4% |
| Nov 13, 2026 | 25 | 41.2% | +5.9pt | ±9.2% |
| Nov 20, 2026 | 32 | 36.8% | +3.6pt | ±9.2% |
| Nov 27, 2026 | 39 | 36.5% | +3.0pt | ±10.1% |
| Dec 18, 2026 | 60 | 33.9% | +1.7pt | ±11.3% |
| Jan 15, 2027 | 88 | 33.5% | +2.4pt | ±13.4% |
| Feb 19, 2027 | 123 | 34.2% | +4.6pt | ±16.0% |
| Mar 19, 2027 | 151 | 35.2% | +3.7pt | ±18.2% |
| May 21, 2027 | 214 | 34.6% | +3.4pt | ±21.1% |
| Jun 17, 2027 | 241 | 34.3% | +2.7pt | ±22.1% |
| Sep 17, 2027 | 333 | 34.5% | +4.1pt | ±25.8% |
| Jan 21, 2028 | 459 | 35.0% | +3.4pt | ±30.4% |
변동성 스마일 — Nov 20, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20