VRTX volatilité Vertex Pharmaceuticals Incorporated
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.27.5%
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.32.1%
HV6029.8%
Écart IV − HV20
-4.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
35
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 00:39 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 28.1% | +6.3pt | ±2.0% |
| Sep 11, 2026 | 9 | 25.9% | +3.9pt | ±3.4% |
| Sep 18, 2026 | 16 | 27.5% | +4.7pt | ±4.8% |
| Sep 25, 2026 | 23 | 28.2% | +6.0pt | ±5.8% |
| Oct 02, 2026 | 30 | 27.5% | +2.6pt | ±6.4% |
| Oct 09, 2026 | 37 | 27.9% | +2.5pt | ±7.2% |
| Oct 16, 2026 | 44 | 28.2% | +0.3pt | ±7.9% |
| Dec 18, 2026 | 107 | 29.1% | +1.5pt | ±12.7% |
| Jan 15, 2027 | 135 | 30.3% | +1.6pt | ±14.8% |
| Mar 19, 2027 | 198 | 33.1% | +0.8pt | ±19.6% |
| Apr 16, 2027 | 226 | 32.8% | +2.4pt | ±20.7% |
| Jun 17, 2027 | 288 | 32.9% | +3.4pt | ±23.5% |
| Sep 17, 2027 | 380 | 32.3% | +3.3pt | ±26.4% |
| Jan 21, 2028 | 506 | 31.8% | +4.0pt | ±30.0% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20