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.77.7%
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
-23.7pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
93
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 15:05 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 | 95.9% | -47.0pt | ±3.8% |
| Oct 28, 2026 | 8 | 109.3% | -52.3pt | ±13.1% |
| Nov 04, 2026 | 15 | 97.5% | -78.1pt | ±16.0% |
| Nov 11, 2026 | 22 | 89.5% | -80.3pt | ±17.7% |
| Nov 18, 2026 | 29 | 76.7% | -67.9pt | ±17.9% |
| Nov 24, 2026 | 35 | 81.8% | -66.7pt | ±20.8% |
| Dec 16, 2026 | 57 | 73.3% | -53.6pt | ±23.8% |
| Jan 20, 2027 | 92 | 63.1% | -46.7pt | ±27.2% |
| Feb 17, 2027 | 120 | 57.7% | -41.6pt | ±29.0% |
| Mar 17, 2027 | 148 | 55.4% | -38.3pt | ±31.0% |
| Apr 21, 2027 | 183 | 50.3% | -35.0pt | ±31.9% |
| May 18, 2027 | 210 | 48.5% | -35.2pt | ±33.0% |
| Jun 16, 2027 | 239 | 48.0% | -30.2pt | ±35.2% |
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