VIX volatility Cboe Volatility Index
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.90.2%
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.101.4%
HV60102.3%
IV − HV20 spread
-11.2pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 00:46 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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. | Implied move |
|---|---|---|---|---|
| Oct 21, 2026 | 2 | 135.2% | -77.8pt | ±7.0% |
| Oct 28, 2026 | 9 | 158.8% | +38.0pt | ±12.7% |
| Nov 04, 2026 | 16 | 160.8% | +30.2pt | ±16.2% |
| Nov 11, 2026 | 23 | 163.2% | +59.6pt | ±18.1% |
| Nov 18, 2026 | 30 | 90.2% | -76.3pt | ±20.6% |
| Nov 24, 2026 | 36 | 143.9% | +89.3pt | ±22.1% |
| Dec 16, 2026 | 58 | 75.4% | -59.7pt | ±23.8% |
| Jan 20, 2027 | 93 | 64.7% | -48.6pt | ±26.9% |
| Feb 17, 2027 | 121 | 58.2% | -43.6pt | ±28.2% |
| Mar 17, 2027 | 149 | 55.4% | -40.6pt | ±29.9% |
| Apr 21, 2027 | 184 | 51.0% | -37.5pt | ±31.0% |
| May 18, 2027 | 211 | 51.6% | -33.7pt | ±33.4% |
| Jun 16, 2027 | 240 | 49.6% | -30.8pt | ±34.5% |
Volatility smile — Nov 18, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20