VRTX volatilitas 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.33.1%
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.25.8%
HV6027.4%
Selisih IV − HV20
+7.4pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
36
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 00:46 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 35.5% | -5.3pt | ±3.4% |
| Oct 30, 2026 | 11 | 28.4% | +1.7pt | ±4.2% |
| Nov 06, 2026 | 18 | 37.5% | +2.8pt | ±6.8% |
| Nov 13, 2026 | 25 | 33.7% | +4.8pt | ±7.1% |
| Nov 20, 2026 | 32 | 33.0% | +2.2pt | ±7.9% |
| Nov 27, 2026 | 39 | 32.9% | +2.2pt | ±8.5% |
| Dec 18, 2026 | 60 | 31.4% | +3.5pt | ±10.1% |
| Jan 15, 2027 | 88 | 31.3% | +3.0pt | ±12.2% |
| Mar 19, 2027 | 151 | 35.1% | +4.0pt | ±17.8% |
| Apr 16, 2027 | 179 | 34.3% | +4.3pt | ±18.9% |
| Jun 17, 2027 | 241 | 33.4% | +3.7pt | ±21.4% |
| Sep 17, 2027 | 333 | 33.3% | +3.7pt | ±25.0% |
| Jan 21, 2028 | 459 | 32.6% | +3.5pt | ±28.8% |
Volatility smile — Oct 30, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20