WMT волатильность 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.28.5%
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.25.2%
HV6029.1%
Спред IV − HV20
+3.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
24
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 00:46 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 24.9% | +0.7pt | ±2.1% |
| Oct 30, 2026 | 11 | 24.0% | +1.3pt | ±3.3% |
| Nov 06, 2026 | 18 | 23.9% | +2.3pt | ±4.3% |
| Nov 13, 2026 | 25 | 23.5% | -0.2pt | ±4.9% |
| Nov 20, 2026 | 32 | 29.9% | +0.5pt | ±7.1% |
| Nov 27, 2026 | 39 | 28.6% | +0.2pt | ±7.5% |
| Dec 18, 2026 | 60 | 27.5% | +1.3pt | ±9.0% |
| Jan 15, 2027 | 88 | 26.2% | +2.6pt | ±10.3% |
| Mar 19, 2027 | 151 | 27.2% | +1.5pt | ±14.0% |
| Jun 17, 2027 | 241 | 27.8% | +0.7pt | ±18.0% |
| Sep 17, 2027 | 333 | 27.9% | +1.6pt | ±21.2% |
| Dec 17, 2027 | 424 | 28.1% | +1.4pt | ±24.1% |
| Jan 21, 2028 | 459 | 27.8% | +1.4pt | ±24.8% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20