TMUS 波动率 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价差
-18.5pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
47
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 已记录天数
Cboe delayed options data · 截至 12:41 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| 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% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20