VST Volatilität Vistra Corp.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.42.4%
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.29.1%
HV6044.7%
IV − HV20-Spread
+13.2pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
69
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 03:39 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 | 2 | 47.6% | -0.1pt | ±2.8% |
| Sep 11, 2026 | 9 | 39.8% | +0.3pt | ±5.0% |
| Sep 18, 2026 | 16 | 43.5% | -0.7pt | ±7.3% |
| Sep 25, 2026 | 23 | 41.0% | +0.3pt | ±8.3% |
| Oct 02, 2026 | 30 | 42.4% | +0.9pt | ±9.7% |
| Oct 09, 2026 | 37 | 42.0% | +0.6pt | ±10.7% |
| Oct 16, 2026 | 44 | 42.4% | -0.2pt | ±11.8% |
| Nov 20, 2026 | 79 | 45.6% | -0.3pt | ±16.9% |
| Dec 18, 2026 | 107 | 45.6% | -0.1pt | ±19.7% |
| Jan 15, 2027 | 135 | 45.4% | +0.4pt | ±21.9% |
| Mar 19, 2027 | 198 | 46.2% | -0.2pt | ±26.9% |
| Apr 16, 2027 | 226 | 46.1% | +0.4pt | ±28.6% |
| Jun 17, 2027 | 288 | 47.1% | +0.5pt | ±32.9% |
| Sep 17, 2027 | 380 | 47.4% | +1.0pt | ±37.9% |
| Dec 17, 2027 | 471 | 48.0% | +0.0pt | ±42.4% |
| Jan 21, 2028 | 506 | 48.2% | -0.3pt | ±44.1% |
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