WFC volatilità 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.23.2%
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%
Spread IV − HV20
+2.5pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
19
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 06:39 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 26.6% | +1.2pt | ±1.6% |
| Sep 11, 2026 | 8 | 22.4% | +1.7pt | ±2.8% |
| Sep 18, 2026 | 15 | 23.5% | +1.4pt | ±4.0% |
| Sep 25, 2026 | 22 | 23.3% | +2.3pt | ±4.7% |
| Oct 02, 2026 | 29 | 23.1% | +1.6pt | ±5.3% |
| Oct 09, 2026 | 36 | 23.5% | +1.3pt | ±6.0% |
| Oct 16, 2026 | 43 | 27.5% | +3.1pt | ±7.7% |
| Nov 20, 2026 | 78 | 26.8% | +3.3pt | ±9.9% |
| Dec 18, 2026 | 106 | 26.3% | +3.2pt | ±11.4% |
| Jan 15, 2027 | 134 | 27.3% | +3.5pt | ±13.3% |
| Mar 19, 2027 | 197 | 27.5% | +3.7pt | ±16.1% |
| Apr 16, 2027 | 225 | 28.0% | +3.3pt | ±17.5% |
| Jun 17, 2027 | 287 | 28.3% | +3.7pt | ±19.8% |
| Sep 17, 2027 | 379 | 28.9% | +3.1pt | ±23.1% |
| Dec 17, 2027 | 470 | 29.1% | +3.4pt | ±25.7% |
| Jan 21, 2028 | 505 | 28.9% | +3.4pt | ±26.4% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20