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.34.8%
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.34.3%
HV6031.7%
IV − HV20-Spread
+0.5pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
54
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 42.0% | +3.1pt | ±2.8% |
| Sep 11, 2026 | 8 | 32.9% | +0.5pt | ±4.3% |
| Sep 18, 2026 | 15 | 32.8% | +1.0pt | ±5.6% |
| Sep 25, 2026 | 22 | 37.5% | +10.3pt | ±7.7% |
| Oct 02, 2026 | 29 | 33.2% | +2.5pt | ±7.7% |
| Oct 09, 2026 | 36 | 41.4% | +6.0pt | ±10.6% |
| Oct 16, 2026 | 43 | 34.9% | +0.3pt | ±9.8% |
| Nov 20, 2026 | 78 | 35.8% | +1.3pt | ±13.4% |
| Dec 18, 2026 | 106 | 36.0% | +2.6pt | ±15.7% |
| Jan 15, 2027 | 134 | 34.6% | +2.8pt | ±16.8% |
| Mar 19, 2027 | 197 | 35.9% | +3.5pt | ±20.9% |
| Jun 17, 2027 | 287 | 35.0% | +2.9pt | ±23.8% |
| Sep 17, 2027 | 379 | 37.2% | +3.9pt | ±28.7% |
| Dec 17, 2027 | 470 | 34.6% | +2.5pt | ±29.4% |
| Jan 21, 2028 | 505 | 34.7% | +1.2pt | ±30.4% |
Volatility Smile — Sep 18, 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