USB волатильность U.S. Bancorp
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.23.9%
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.19.7%
HV6019.5%
Спред IV − HV20
+4.2pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
14
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 записано дней
Cboe delayed options data · по состоянию на 12:42 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 24.5% | +3.4pt | ±2.8% |
| Oct 30, 2026 | 11 | 23.7% | +3.9pt | ±3.8% |
| Nov 06, 2026 | 18 | 25.1% | +4.9pt | ±4.8% |
| Nov 13, 2026 | 25 | 23.7% | +9.3pt | ±5.3% |
| Nov 20, 2026 | 32 | 24.0% | +4.6pt | ±6.3% |
| Nov 27, 2026 | 39 | 23.6% | +3.4pt | ±6.4% |
| Dec 18, 2026 | 60 | 23.7% | +3.5pt | ±8.1% |
| Jan 15, 2027 | 88 | 24.1% | +3.7pt | ±9.9% |
| Feb 19, 2027 | 123 | 24.5% | +3.9pt | ±11.6% |
| Mar 19, 2027 | 151 | 25.1% | +3.7pt | ±13.1% |
| Jun 17, 2027 | 241 | 25.4% | +3.7pt | ±16.4% |
| Sep 17, 2027 | 333 | 26.7% | +5.0pt | ±19.9% |
| Jan 21, 2028 | 459 | 26.0% | +4.3pt | ±22.4% |
| Feb 18, 2028 | 487 | — | — | — |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20