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.73.9%
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.101.4%
HV60102.3%
IV − HV20 स्प्रेड
-27.5pt
यूनिवर्स पर्सेंटाइलWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
स्वयं-इतिहास पर्सेंटाइलWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 दिन रिकॉर्ड किए गए
Cboe delayed options data · के अनुसार 20:05 UTC · इनकी गणना कैसे की जाती है
IV टर्म स्ट्रक्चर
प्रत्येक सूचीबद्ध एक्सपायरी के लिए at-the-money इम्प्लाइड वोलैटिलिटी, शेष दिनों के अनुसार प्लॉट की गई।
| समाप्त होती है | DTE | ATM IV | 25Δ स्क्यूThe 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 | 1 | 105.0% | -26.6pt | ±3.8% |
| Oct 28, 2026 | 8 | 97.7% | -63.9pt | ±11.5% |
| Nov 04, 2026 | 15 | 93.6% | -77.2pt | ±15.0% |
| Nov 11, 2026 | 22 | 85.4% | -81.9pt | ±16.5% |
| Nov 18, 2026 | 29 | 75.7% | -62.7pt | ±18.1% |
| Nov 24, 2026 | 35 | 65.6% | -61.5pt | ±17.7% |
| Dec 16, 2026 | 57 | 67.0% | -49.9pt | ±22.6% |
| Jan 20, 2027 | 92 | 58.7% | -43.5pt | ±26.9% |
| Feb 17, 2027 | 120 | 53.9% | -39.2pt | ±29.2% |
| Mar 17, 2027 | 148 | 50.9% | -35.3pt | ±30.7% |
| Apr 21, 2027 | 183 | 47.3% | -32.6pt | ±32.6% |
| May 18, 2027 | 210 | 45.5% | -32.0pt | ±33.3% |
| Jun 16, 2027 | 239 | 45.8% | -29.1pt | ±35.7% |
वोलैटिलिटी स्माइल — Nov 18, 2026
strike के अनुसार implied volatility। puts की ओर झुकाव (बाईं ओर अधिक) skew है: downside protection की कीमत upside से अधिक।
callsputs
Implied बनाम realized, दैनिक रिकॉर्ड
IV30HV20