WFC Volatilität Wells Fargo & Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.23.4%
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.20.7%
HV6023.1%
IV − HV20-Spread
+2.7pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
21
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 15:39 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 | 30.2% | +1.2pt | ±1.5% |
| Sep 11, 2026 | 8 | 22.4% | +1.4pt | ±2.7% |
| Sep 18, 2026 | 15 | 23.5% | +0.7pt | ±3.9% |
| Sep 25, 2026 | 22 | 23.5% | +1.5pt | ±4.7% |
| Oct 02, 2026 | 29 | 23.4% | +1.0pt | ±5.3% |
| Oct 09, 2026 | 36 | 23.4% | +0.6pt | ±6.0% |
| Oct 16, 2026 | 43 | 27.4% | +2.8pt | ±7.6% |
| Oct 23, 2026 | 50 | 27.6% | +1.2pt | ±8.2% |
| Nov 20, 2026 | 78 | 26.7% | +3.1pt | ±9.9% |
| Dec 18, 2026 | 106 | 26.4% | +3.1pt | ±11.4% |
| Jan 15, 2027 | 134 | 27.3% | +2.7pt | ±13.2% |
| Mar 19, 2027 | 197 | 27.6% | +2.7pt | ±16.1% |
| Apr 16, 2027 | 225 | 27.9% | +2.8pt | ±17.4% |
| Jun 17, 2027 | 287 | 27.9% | +3.1pt | ±19.5% |
| Sep 17, 2027 | 379 | 28.2% | +3.1pt | ±22.5% |
| Dec 17, 2027 | 470 | 29.2% | +3.3pt | ±25.7% |
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