VLO волатильность 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.44.0%
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.29.7%
HV6035.0%
Спред IV − HV20
+14.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
72
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 21:55 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 49.3% | -3.2pt | ±2.2% |
| Sep 11, 2026 | 8 | 40.3% | -0.8pt | ±4.8% |
| Sep 18, 2026 | 15 | 42.6% | -1.2pt | ±6.9% |
| Sep 25, 2026 | 22 | 44.2% | -1.0pt | ±8.7% |
| Oct 02, 2026 | 29 | 44.0% | -1.8pt | ±9.9% |
| Oct 09, 2026 | 36 | 43.8% | -1.6pt | ±11.0% |
| Oct 16, 2026 | 43 | 45.2% | -1.3pt | ±12.4% |
| Oct 23, 2026 | 50 | 45.7% | -1.5pt | ±13.5% |
| Dec 18, 2026 | 106 | 47.0% | -1.2pt | ±20.1% |
| Jan 15, 2027 | 134 | 46.0% | -1.5pt | ±22.1% |
| Mar 19, 2027 | 197 | 45.7% | -0.3pt | ±26.4% |
| Jun 17, 2027 | 287 | 45.4% | — | ±31.5% |
| Sep 17, 2027 | 379 | 44.5% | — | ±35.2% |
| Dec 17, 2027 | 470 | 44.0% | — | ±38.5% |
| Jan 21, 2028 | 505 | 43.9% | — | ±39.8% |
Улыбка волатильности — Sep 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