UPS volatilité United Parcel Service, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.36.2%
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.21.3%
HV6027.8%
Écart IV − HV20
+14.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
44
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.
30/60 jours enregistrés
Cboe delayed options data · au 22:04 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 28.2% | +1.0pt | ±2.1% |
| Oct 30, 2026 | 10 | 51.8% | +2.7pt | ±6.9% |
| Nov 06, 2026 | 17 | 43.1% | +1.9pt | ±7.5% |
| Nov 13, 2026 | 24 | 38.1% | +2.4pt | ±7.8% |
| Nov 20, 2026 | 31 | 36.0% | +2.2pt | ±8.9% |
| Nov 27, 2026 | 38 | 34.5% | +1.3pt | ±9.2% |
| Dec 18, 2026 | 59 | 31.4% | +1.8pt | ±10.4% |
| Jan 15, 2027 | 87 | 28.5% | +1.3pt | ±11.3% |
| Mar 19, 2027 | 150 | 29.3% | +1.9pt | ±15.3% |
| Apr 16, 2027 | 178 | 28.7% | +1.7pt | ±16.1% |
| Jun 17, 2027 | 240 | 30.0% | +2.0pt | ±19.4% |
| Sep 17, 2027 | 332 | 30.0% | +3.1pt | ±22.4% |
| Jan 21, 2028 | 458 | 29.6% | +3.1pt | ±25.4% |
Smile de volatilité — Nov 20, 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