VLO Volatilität Valero Energy Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.44.1%
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.29.8%
HV6035.3%
IV − HV20-Spread
+14.2pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
72
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:39 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 46.6% | -1.4pt | ±2.8% |
| Sep 11, 2026 | 8 | 40.9% | -1.4pt | ±5.1% |
| Sep 18, 2026 | 15 | 42.3% | -1.1pt | ±7.1% |
| Sep 25, 2026 | 22 | 43.5% | -0.8pt | ±8.7% |
| Oct 02, 2026 | 29 | 44.0% | -1.6pt | ±10.1% |
| Oct 09, 2026 | 36 | 44.2% | -1.5pt | ±11.2% |
| Oct 16, 2026 | 43 | 44.4% | -1.0pt | ±12.4% |
| Dec 18, 2026 | 106 | 45.7% | -0.8pt | ±19.7% |
| Jan 15, 2027 | 134 | 45.0% | -0.8pt | ±21.8% |
| Mar 19, 2027 | 197 | 44.5% | -1.5pt | ±25.9% |
| Jun 17, 2027 | 287 | 44.1% | — | ±30.7% |
| Sep 17, 2027 | 379 | 43.4% | — | ±34.5% |
| Dec 17, 2027 | 470 | 43.0% | — | ±37.8% |
| Jan 21, 2028 | 505 | 42.7% | — | ±38.8% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20