独立期权市场研究
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初次接触市场?价格、收益率、年初至今涨跌幅、市值。每个术语我们都会在您浏览时用简单易懂的语言为您解释。数据相同,帮助随时内置其中。

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DATA API

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V 波动率 Visa Inc.

IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.23.5%
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.20.7%
HV6018.7%
IV − HV20价差 +2.8pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history). 13
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period. 28/60 已记录天数

Cboe delayed options data · 截至 12:42 UTC · 计算方法说明

IV期限结构

各上市到期日的平值隐含波动率,以剩余天数为横轴绘制。

19%23%26%30%32d459d4d
到期时间DTEATM IV25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure.隐含涨跌幅
Oct 23, 2026 4 20.6% +2.6pt ±2.4%
Oct 30, 2026 11 28.3% +4.6pt ±4.5%
Nov 06, 2026 18 25.2% +4.7pt ±4.9%
Nov 13, 2026 25 24.2% +4.4pt ±5.5%
Nov 20, 2026 32 23.3% +2.7pt ±5.8%
Nov 27, 2026 39 22.6% +3.3pt ±6.2%
Dec 18, 2026 60 22.1% +3.5pt ±7.4%
Jan 15, 2027 88 21.9% +3.5pt ±8.9%
Mar 19, 2027 151 23.2% +3.2pt ±12.2%
Jun 17, 2027 241 24.2% +3.4pt ±15.9%
Aug 20, 2027 305 24.5% +2.9pt ±18.1%
Sep 17, 2027 333 24.6% +3.1pt ±19.0%
Dec 17, 2027 424 24.7% +3.4pt ±21.5%
Jan 21, 2028 459 24.9% +3.5pt ±22.6%

波动率微笑 — Nov 20, 2026

各行权价的隐含波动率。向put倾斜(左侧更高)即为偏斜:下行保护的定价高于上行。

20%26%33%40%400.4325.0480.0
看涨期权看跌期权

隐含与已实现波动率,每日记录

15.0%18.7%22.3%26.0%Aug 31Oct 16
IV30HV20

非必需消费品

ABNB · Airbnb, Inc.AMZN · Amazon.com, Inc.AZO · AutoZone, Inc.BABA · Alibaba Group Holding…BBY · Best Buy Co., Inc.BYD · Boyd Gaming CorporationCAVA · CAVA Group, Inc.CCL · Carnival Corporation & plc

ETF

ARKK · ARK Innovation ETFBITO · ProShares Bitcoin ETFDIA · State Street SPDR Dow…EEM · iShares MSCI Emerging…EFA · iShares MSCI EAFE ETFEWZ · iShares MSCI Brazil ETFFXI · iShares China Large-Cap ETFGDX · VanEck Gold Miners ETF

科技

AAPL · Apple Inc.ADBE · Adobe Inc.AI · C3.ai, Inc.AMAT · Applied Materials, Inc.AMD · Advanced Micro Device…APP · AppLovin CorporationARM · Arm Holdings plc Amer…ASML · ASML Holding N.V.

金融服务

AFRM · Affirm Holdings, Inc.ALL · The Allstate CorporationALLY · Ally Financial Inc.AXP · American Express CompanyBAC · Bank of America CorporationBLK · BlackRock, Inc.BX · Blackstone Inc.C · Citigroup Inc.

工业

AAL · American Airlines Gro…BA · The Boeing CompanyCAT · Caterpillar Inc.CMI · Cummins Inc.DAL · Delta Air Lines, Inc.DE · Deere & CompanyEMR · Emerson Electric Co.ETN · Eaton Corporation plc

必需消费品

CELH · Celsius Holdings, Inc.CL · Colgate-Palmolive CompanyCOST · Costco Wholesale Corp…DG · Dollar General CorporationDLTR · Dollar Tree, Inc.EL · The Estée Lauder Comp…GIS · General Mills, Inc.HSY · The Hershey Company