TXN volatilità 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.34.8%
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.29.0%
HV6046.9%
Spread IV − HV20
+5.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
55
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 giorni registrati
Cboe delayed options data · aggiornato al 18:38 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 48.4% | -1.5pt | ±1.0% |
| Sep 11, 2026 | 7 | 32.4% | +1.3pt | ±3.7% |
| Sep 18, 2026 | 14 | 34.5% | +2.4pt | ±5.5% |
| Sep 25, 2026 | 21 | 34.3% | +1.4pt | ±6.6% |
| Oct 02, 2026 | 28 | 34.5% | +3.6pt | ±7.7% |
| Oct 09, 2026 | 35 | 35.5% | +2.3pt | ±8.8% |
| Oct 16, 2026 | 42 | 36.3% | +1.7pt | ±9.9% |
| Oct 23, 2026 | 49 | 41.5% | +4.3pt | ±12.2% |
| Nov 20, 2026 | 77 | 41.6% | +3.8pt | ±15.3% |
| Dec 18, 2026 | 105 | 41.0% | +2.5pt | ±17.5% |
| Jan 15, 2027 | 133 | 40.5% | +3.3pt | ±19.4% |
| Feb 19, 2027 | 168 | 41.9% | +1.9pt | ±22.5% |
| Mar 19, 2027 | 196 | 41.6% | +3.2pt | ±24.0% |
| Apr 16, 2027 | 224 | 41.5% | +3.2pt | ±25.5% |
| Jun 17, 2027 | 286 | 42.5% | +2.7pt | ±29.4% |
| Sep 17, 2027 | 378 | 43.3% | +2.0pt | ±34.0% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20