WMT volatilidade 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.29.9%
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.24.4%
HV6028.9%
Spread IV − HV20
+5.5pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
28
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 dias registrados
Cboe delayed options data · em 22:05 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 25.2% | +1.7pt | ±2.0% |
| Oct 30, 2026 | 10 | 23.5% | +1.4pt | ±3.3% |
| Nov 06, 2026 | 17 | 23.3% | +3.6pt | ±4.1% |
| Nov 13, 2026 | 24 | 22.8% | +2.1pt | ±4.7% |
| Nov 20, 2026 | 31 | 30.8% | +2.7pt | ±7.2% |
| Nov 27, 2026 | 38 | 30.9% | -1.1pt | ±8.0% |
| Dec 18, 2026 | 59 | 27.3% | +2.3pt | ±9.0% |
| Jan 15, 2027 | 87 | 26.1% | +2.4pt | ±10.4% |
| Mar 19, 2027 | 150 | 27.8% | +1.9pt | ±14.4% |
| Jun 17, 2027 | 240 | 28.2% | +2.0pt | ±18.4% |
| Sep 17, 2027 | 332 | 27.1% | +2.0pt | ±20.8% |
| Dec 17, 2027 | 423 | 27.5% | +3.4pt | ±23.8% |
| Jan 21, 2028 | 458 | 27.7% | +2.6pt | ±24.9% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20