TSLA volatilidade Tesla, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.44.2%
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.42.0%
HV6057.2%
Spread IV − HV20
+2.1pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
72
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 17:03 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 73.7% | -2.0pt | ±3.3% |
| Sep 09, 2026 | 6 | 45.2% | -2.4pt | ±4.7% |
| Sep 11, 2026 | 8 | 47.1% | -1.7pt | ±5.6% |
| Sep 14, 2026 | 11 | 43.5% | -2.1pt | ±6.1% |
| Sep 16, 2026 | 13 | 44.9% | -2.1pt | ±6.8% |
| Sep 18, 2026 | 15 | 45.8% | -1.6pt | ±7.5% |
| Sep 25, 2026 | 22 | 44.3% | -1.0pt | ±8.7% |
| Oct 02, 2026 | 29 | 44.2% | -0.8pt | ±10.0% |
| Oct 09, 2026 | 36 | 43.9% | -0.6pt | ±11.0% |
| Oct 16, 2026 | 43 | 43.9% | -0.8pt | ±12.0% |
| Oct 23, 2026 | 50 | 46.4% | — | ±13.7% |
| Nov 20, 2026 | 78 | 46.3% | -0.8pt | ±17.1% |
| Dec 18, 2026 | 106 | 45.4% | -1.0pt | ±19.5% |
| Jan 15, 2027 | 134 | 44.9% | -1.3pt | ±21.7% |
| Feb 19, 2027 | 169 | 46.2% | -1.5pt | ±24.9% |
| Mar 19, 2027 | 197 | 46.2% | -1.7pt | ±26.9% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20