TSLA волатильность 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.44.8%
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.32.5%
HV6038.9%
Спред IV − HV20
+12.4pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 06:43 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 76.3% | +2.9pt | ±6.4% |
| Oct 26, 2026 | 6 | 61.0% | +2.7pt | ±6.8% |
| Oct 28, 2026 | 8 | 58.2% | +2.2pt | ±7.3% |
| Oct 30, 2026 | 10 | 55.5% | +2.2pt | ±7.7% |
| Nov 02, 2026 | 13 | 52.8% | — | ±8.3% |
| Nov 06, 2026 | 17 | 49.5% | +2.3pt | ±8.8% |
| Nov 13, 2026 | 24 | 46.2% | +2.1pt | ±9.7% |
| Nov 20, 2026 | 31 | 44.6% | +2.2pt | ±10.6% |
| Nov 27, 2026 | 38 | 42.9% | +2.1pt | ±11.2% |
| Dec 18, 2026 | 59 | 41.8% | +1.9pt | ±13.5% |
| Jan 15, 2027 | 87 | 41.0% | +1.6pt | ±16.0% |
| Feb 19, 2027 | 122 | 42.2% | +1.7pt | ±19.6% |
| Mar 19, 2027 | 150 | 42.4% | +1.5pt | ±21.7% |
| Apr 16, 2027 | 178 | 42.6% | +1.3pt | ±23.7% |
| Jun 17, 2027 | 240 | 43.7% | +1.3pt | ±28.2% |
| Sep 17, 2027 | 332 | 44.2% | +1.1pt | ±33.4% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20