VIX волатильность 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.75.1%
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%
Спред IV − HV20
-26.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 18:05 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 106.2% | -35.8pt | ±4.5% |
| Oct 28, 2026 | 8 | 94.7% | -67.6pt | ±11.0% |
| Nov 04, 2026 | 15 | 93.2% | -97.4pt | ±14.8% |
| Nov 11, 2026 | 22 | 84.1% | -96.9pt | ±16.1% |
| Nov 18, 2026 | 29 | 76.9% | -63.8pt | ±18.0% |
| Nov 24, 2026 | 35 | 67.3% | -70.3pt | ±17.7% |
| Dec 16, 2026 | 57 | 67.9% | -52.9pt | ±22.5% |
| Jan 20, 2027 | 92 | 58.4% | -45.3pt | ±26.6% |
| Feb 17, 2027 | 120 | 53.9% | -41.6pt | ±28.7% |
| Mar 17, 2027 | 148 | 52.1% | -37.7pt | ±30.8% |
| Apr 21, 2027 | 183 | 47.3% | -36.1pt | ±31.9% |
| May 18, 2027 | 210 | 45.4% | -34.6pt | ±33.0% |
| Jun 16, 2027 | 239 | 46.4% | -30.6pt | ±35.9% |
Улыбка волатильности — Nov 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20