TXN volatilité 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%
Écart IV − HV20
+6.6pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
57
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 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% |
Smile de volatilité — Sep 18, 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