WFC 변동성 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.19.6%
HV6023.0%
IV − HV20 스프레드
+3.6pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
21
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 일 기록됨
Cboe delayed options data · 기준일 21:55 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 25.9% | +0.5pt | ±1.1% |
| Sep 11, 2026 | 8 | 21.6% | +1.8pt | ±2.6% |
| Sep 18, 2026 | 15 | 22.5% | +2.7pt | ±3.7% |
| Sep 25, 2026 | 22 | 23.0% | +2.2pt | ±4.5% |
| Oct 02, 2026 | 29 | 23.1% | +3.2pt | ±5.2% |
| Oct 09, 2026 | 36 | 23.4% | +2.4pt | ±5.9% |
| Oct 16, 2026 | 43 | 27.3% | +3.0pt | ±7.5% |
| Oct 23, 2026 | 50 | 27.0% | +3.6pt | ±8.0% |
| Nov 20, 2026 | 78 | 26.3% | +3.2pt | ±9.8% |
| Dec 18, 2026 | 106 | 26.1% | +4.2pt | ±11.3% |
| Jan 15, 2027 | 134 | 27.0% | +4.0pt | ±13.1% |
| Mar 19, 2027 | 197 | 27.2% | +4.2pt | ±15.9% |
| Apr 16, 2027 | 225 | 27.9% | +4.0pt | ±17.4% |
| Jun 17, 2027 | 287 | 28.0% | +4.1pt | ±19.6% |
| Sep 17, 2027 | 379 | 28.3% | +4.4pt | ±22.6% |
| Dec 17, 2027 | 470 | 28.4% | +4.7pt | ±25.1% |
변동성 스마일 — Sep 18, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20