ULTA volatilidade Ulta Beauty, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.28.4%
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.24.7%
HV6033.7%
Spread IV − HV20
+3.7pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
24
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.
29/60 dias registrados
Cboe delayed options data · em 21:44 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 36.2% | -1.3pt | ±2.6% |
| Oct 30, 2026 | 10 | 31.2% | +2.6pt | ±4.2% |
| Nov 06, 2026 | 17 | 29.1% | +0.3pt | ±5.1% |
| Nov 13, 2026 | 24 | 31.2% | +2.2pt | ±6.4% |
| Nov 20, 2026 | 31 | 28.0% | +1.8pt | ±7.0% |
| Nov 27, 2026 | 38 | 29.6% | +2.4pt | ±7.6% |
| Dec 18, 2026 | 59 | 38.5% | +4.0pt | ±12.4% |
| Jan 15, 2027 | 87 | 35.1% | +3.0pt | ±13.7% |
| Mar 19, 2027 | 150 | 36.6% | +3.0pt | ±18.7% |
| Jun 17, 2027 | 240 | 37.3% | +3.6pt | ±24.1% |
| Sep 17, 2027 | 332 | 37.5% | +4.5pt | ±28.4% |
| Jan 21, 2028 | 458 | 37.2% | +4.0pt | ±33.0% |
Sorriso de volatilidade — Nov 20, 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