WMT Volatilität Walmart Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.28.9%
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.25.1%
HV6029.2%
IV − HV20-Spread
+3.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
24
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 20:07 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 24.9% | +1.4pt | ±2.1% |
| Oct 30, 2026 | 11 | 24.1% | +0.1pt | ±3.4% |
| Nov 06, 2026 | 18 | 23.5% | +2.3pt | ±4.2% |
| Nov 13, 2026 | 25 | 24.1% | +1.0pt | ±5.1% |
| Nov 20, 2026 | 32 | 30.2% | +1.2pt | ±7.2% |
| Nov 27, 2026 | 39 | 28.8% | +1.2pt | ±7.5% |
| Dec 18, 2026 | 60 | 27.3% | +1.5pt | ±8.9% |
| Jan 15, 2027 | 88 | 26.1% | +1.8pt | ±10.3% |
| Mar 19, 2027 | 151 | 27.0% | +1.4pt | ±13.9% |
| Jun 17, 2027 | 241 | 27.7% | +0.9pt | ±18.0% |
| Sep 17, 2027 | 333 | 27.9% | +1.5pt | ±21.3% |
| Dec 17, 2027 | 424 | 28.3% | +1.1pt | ±24.3% |
| Jan 21, 2028 | 459 | 27.8% | +0.7pt | ±24.9% |
Volatility Smile — Nov 20, 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