VIX 波动率 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.89.2%
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.95.6%
HV60100.9%
IV − HV20价差
-6.4pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 已记录天数
Cboe delayed options data · 截至 20:07 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Oct 21, 2026 | 2 | 125.6% | -71.2pt | ±7.0% |
| Oct 28, 2026 | 9 | 119.7% | -73.8pt | ±15.4% |
| Nov 04, 2026 | 16 | 108.2% | -98.7pt | ±18.5% |
| Nov 11, 2026 | 23 | 99.2% | -99.4pt | ±20.3% |
| Nov 18, 2026 | 30 | 89.2% | -75.0pt | ±20.2% |
| Nov 24, 2026 | 36 | 97.0% | -79.0pt | ±24.4% |
| Dec 16, 2026 | 58 | 81.8% | -59.2pt | ±26.1% |
| Jan 20, 2027 | 93 | 69.5% | -49.0pt | ±28.6% |
| Feb 17, 2027 | 121 | 62.9% | -43.6pt | ±29.9% |
| Mar 17, 2027 | 149 | 59.1% | -39.8pt | ±31.3% |
| Apr 21, 2027 | 184 | 54.3% | -37.3pt | ±32.3% |
| May 18, 2027 | 211 | 54.5% | -32.4pt | ±34.6% |
| Jun 16, 2027 | 240 | 55.6% | -23.9pt | ±37.7% |
波动率微笑 — Nov 18, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20