VALE Volatilität Vale S.A.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.38.7%
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.25.2%
HV6029.5%
IV − HV20-Spread
+13.5pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
50
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 22:05 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 42.4% | +2.3pt | ±3.6% |
| Oct 30, 2026 | 11 | 47.6% | -0.1pt | ±6.6% |
| Nov 06, 2026 | 18 | 42.6% | +1.8pt | ±7.6% |
| Nov 13, 2026 | 25 | 39.6% | -3.8pt | ±8.3% |
| Nov 20, 2026 | 32 | 38.4% | +2.0pt | ±9.1% |
| Nov 27, 2026 | 39 | 36.8% | -4.8pt | ±9.6% |
| Dec 18, 2026 | 60 | 36.4% | +3.3pt | ±11.7% |
| Jan 15, 2027 | 88 | 34.5% | +2.6pt | ±13.3% |
| Mar 19, 2027 | 151 | 35.7% | +1.4pt | ±17.8% |
| Jun 17, 2027 | 241 | 34.0% | +8.4pt | ±21.3% |
| Sep 17, 2027 | 333 | 34.8% | +1.7pt | ±25.1% |
| Dec 17, 2027 | 424 | 34.3% | +0.2pt | ±27.5% |
| Jan 21, 2028 | 459 | 34.5% | +0.2pt | ±28.6% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20