XPEV volatilité XPeng Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.50.2%
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.34.7%
HV6039.9%
Écart IV − HV20
+15.5pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
70
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 21:46 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 53.0% | -3.2pt | ±3.9% |
| Oct 30, 2026 | 10 | 46.4% | +3.7pt | ±6.2% |
| Nov 06, 2026 | 17 | 57.2% | +4.5pt | ±9.9% |
| Nov 13, 2026 | 24 | 47.2% | +6.7pt | ±9.7% |
| Nov 20, 2026 | 31 | 50.6% | +8.2pt | ±11.9% |
| Nov 27, 2026 | 38 | 57.8% | +8.6pt | ±14.9% |
| Dec 18, 2026 | 59 | 52.1% | -1.1pt | ±16.8% |
| Jan 15, 2027 | 87 | 51.0% | -0.2pt | ±19.9% |
| Apr 16, 2027 | 178 | 55.8% | +0.9pt | ±30.9% |
| Jan 21, 2028 | 458 | 59.7% | -2.7pt | ±51.9% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20