WMT volatilità 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.21.5%
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.40.1%
HV6029.5%
Spread IV − HV20
-18.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
17
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.
4/60 giorni registrati
Cboe delayed options data · aggiornato al 21:55 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 | 23.2% | +0.2pt | ±1.1% |
| Sep 11, 2026 | 8 | 19.6% | +0.3pt | ±2.4% |
| Sep 18, 2026 | 15 | 20.8% | +0.7pt | ±3.4% |
| Sep 25, 2026 | 22 | 20.7% | +1.3pt | ±4.1% |
| Oct 02, 2026 | 29 | 21.5% | +1.1pt | ±4.9% |
| Oct 09, 2026 | 36 | 21.6% | +1.4pt | ±5.5% |
| Oct 16, 2026 | 43 | 21.6% | +0.9pt | ±6.1% |
| Oct 23, 2026 | 50 | 22.3% | +0.7pt | ±6.7% |
| Nov 20, 2026 | 78 | 26.0% | +1.3pt | ±9.7% |
| Dec 18, 2026 | 106 | 25.3% | +1.8pt | ±11.0% |
| Jan 15, 2027 | 134 | 25.5% | +1.5pt | ±12.5% |
| Mar 19, 2027 | 197 | 26.4% | +1.1pt | ±15.6% |
| Jun 17, 2027 | 287 | 26.9% | +1.7pt | ±19.1% |
| Sep 17, 2027 | 379 | 27.5% | +1.5pt | ±22.4% |
| Dec 17, 2027 | 470 | 27.6% | +1.7pt | ±25.0% |
| Jan 21, 2028 | 505 | 27.7% | +2.7pt | ±26.0% |
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