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.46.8%
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.47.7%
HV6044.8%
Écart IV − HV20
-1.0pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
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.
3/60 jours enregistrés
Cboe delayed options data · au 15:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 49.2% | +4.3pt | ±2.3% |
| Sep 11, 2026 | 8 | 45.8% | -2.7pt | ±5.5% |
| Sep 18, 2026 | 15 | 44.3% | -1.7pt | ±7.3% |
| Sep 25, 2026 | 22 | 44.5% | +2.3pt | ±8.8% |
| Oct 02, 2026 | 29 | 47.1% | -1.8pt | ±10.7% |
| Oct 09, 2026 | 36 | 44.9% | -15.8pt | ±11.3% |
| Oct 16, 2026 | 43 | 48.6% | -0.7pt | ±13.4% |
| Oct 23, 2026 | 50 | 39.8% | +13.1pt | ±11.8% |
| Jan 15, 2027 | 134 | 53.9% | -2.5pt | ±26.0% |
| Apr 16, 2027 | 225 | 59.0% | -2.7pt | ±36.6% |
| Jan 21, 2028 | 505 | 59.2% | -5.9pt | ±52.5% |
Smile de volatilité — Sep 18, 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