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.78.1%
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
-23.3pt
यूनिवर्स पर्सेंटाइलWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
92
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 17:05 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 | 100.1% | -44.0pt | ±4.1% |
| Oct 28, 2026 | 8 | 108.0% | -63.2pt | ±13.0% |
| Nov 04, 2026 | 15 | 94.9% | -93.6pt | ±15.6% |
| Nov 11, 2026 | 22 | 88.4% | -92.1pt | ±17.6% |
| Nov 18, 2026 | 29 | 76.3% | -67.2pt | ±17.7% |
| Nov 24, 2026 | 35 | 85.1% | -70.2pt | ±21.6% |
| Dec 16, 2026 | 57 | 73.0% | -54.0pt | ±23.7% |
| Jan 20, 2027 | 92 | 63.5% | -46.5pt | ±27.4% |
| Feb 17, 2027 | 120 | 57.8% | -41.1pt | ±29.1% |
| Mar 17, 2027 | 148 | 55.8% | -37.8pt | ±31.3% |
| Apr 21, 2027 | 183 | 50.9% | -36.5pt | ±32.3% |
| May 18, 2027 | 210 | 48.5% | -34.7pt | ±33.2% |
| Jun 16, 2027 | 239 | 46.6% | -29.6pt | ±34.4% |
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