TRV volatilité 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.22.7%
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.16.2%
HV6027.1%
Écart IV − HV20
+6.5pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
18
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.
3/60 jours enregistrés
Cboe delayed options data · au 15:38 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 |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 21.6% | +2.4pt | ±3.8% |
| Oct 16, 2026 | 43 | 23.0% | +2.5pt | ±6.5% |
| Jan 15, 2027 | 134 | 23.5% | +1.9pt | ±11.5% |
| Apr 16, 2027 | 225 | 23.8% | +3.0pt | ±14.9% |
| Jun 17, 2027 | 287 | 24.2% | +3.3pt | ±17.1% |
| Sep 17, 2027 | 379 | 24.1% | +2.8pt | ±19.5% |
| Dec 17, 2027 | 470 | 24.4% | +3.4pt | ±21.9% |
Smile de volatilité — Oct 16, 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