TRV Volatilität The Travelers Companies, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.22.4%
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.18.9%
HV6019.2%
IV − HV20-Spread
+3.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
11
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:44 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 22.4% | +1.6pt | ±5.4% |
| Dec 18, 2026 | 60 | 21.7% | +2.0pt | ±7.1% |
| Jan 15, 2027 | 88 | 21.3% | +3.0pt | ±8.5% |
| Apr 16, 2027 | 179 | 22.9% | +2.3pt | ±12.9% |
| Jun 17, 2027 | 241 | 23.3% | +2.7pt | ±15.2% |
| Sep 17, 2027 | 333 | 23.6% | +3.1pt | ±18.0% |
| Dec 17, 2027 | 424 | 23.7% | +3.4pt | ±20.4% |
| Jan 21, 2028 | 459 | 23.9% | +3.1pt | ±21.3% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20