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.77.1%
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.77.0%
HV60109.8%
IV − HV20价差
+0.1pt
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.
3/60 已记录天数
Cboe delayed options data · 截至 17:03 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 |
|---|---|---|---|---|
| Sep 09, 2026 | 6 | 58.3% | -14.5pt | ±9.1% |
| Sep 16, 2026 | 13 | 48.7% | -53.1pt | ±13.1% |
| Sep 23, 2026 | 20 | 49.4% | -54.0pt | ±15.7% |
| Sep 30, 2026 | 27 | 74.0% | -63.2pt | ±22.3% |
| Oct 07, 2026 | 34 | 80.1% | -75.7pt | ±26.5% |
| Oct 21, 2026 | 48 | 50.7% | -51.1pt | ±27.7% |
| Nov 18, 2026 | 76 | 50.5% | -45.9pt | ±33.5% |
| Dec 16, 2026 | 104 | 49.7% | -39.0pt | ±35.8% |
| Jan 20, 2027 | 139 | 44.4% | -34.1pt | ±41.7% |
| Feb 17, 2027 | 167 | 42.2% | -32.2pt | ±44.8% |
| Mar 17, 2027 | 195 | 42.5% | -30.8pt | ±47.2% |
| Apr 21, 2027 | 230 | 36.8% | -26.7pt | ±47.9% |
| May 18, 2027 | 257 | 37.6% | -26.9pt | ±49.6% |
波动率微笑 — Sep 16, 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