TXN Volatilität Texas Instruments Incorporated
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.35.7%
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.29.1%
HV6046.9%
IV − HV20-Spread
+6.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
57
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 43.8% | -2.2pt | ±2.1% |
| Sep 11, 2026 | 8 | 34.1% | +0.3pt | ±4.1% |
| Sep 18, 2026 | 15 | 36.5% | +0.4pt | ±6.0% |
| Sep 25, 2026 | 22 | 35.6% | +1.0pt | ±7.1% |
| Oct 02, 2026 | 29 | 35.6% | +1.2pt | ±8.1% |
| Oct 09, 2026 | 36 | 35.8% | -1.8pt | ±9.1% |
| Oct 16, 2026 | 43 | 36.7% | +1.1pt | ±10.1% |
| Oct 23, 2026 | 50 | 42.7% | +1.2pt | ±12.7% |
| Nov 20, 2026 | 78 | 42.1% | +2.1pt | ±15.5% |
| Dec 18, 2026 | 106 | 40.9% | +2.0pt | ±17.6% |
| Jan 15, 2027 | 134 | 40.6% | +0.3pt | ±19.6% |
| Feb 19, 2027 | 169 | 41.9% | +0.9pt | ±22.6% |
| Mar 19, 2027 | 197 | 41.2% | +0.2pt | ±24.0% |
| Apr 16, 2027 | 225 | 41.0% | +0.2pt | ±25.5% |
| Jun 17, 2027 | 287 | 41.7% | +0.3pt | ±29.0% |
| Sep 17, 2027 | 379 | 42.4% | +0.2pt | ±33.6% |
Volatility Smile — Sep 18, 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