XPEV volatilitas 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.55.2%
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%
Selisih IV − HV20
+20.5pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
75
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 15:46 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 54.5% | +3.0pt | ±4.1% |
| Oct 30, 2026 | 10 | 49.3% | +4.4pt | ±6.6% |
| Nov 06, 2026 | 17 | 50.1% | -1.6pt | ±8.7% |
| Nov 13, 2026 | 24 | 54.7% | +4.1pt | ±11.3% |
| Nov 20, 2026 | 31 | 55.3% | +2.2pt | ±13.0% |
| Nov 27, 2026 | 38 | 53.5% | -0.7pt | ±13.9% |
| Dec 18, 2026 | 59 | 52.8% | -0.1pt | ±17.0% |
| Jan 15, 2027 | 87 | 51.9% | -2.3pt | ±20.2% |
| Apr 16, 2027 | 178 | 54.2% | -0.4pt | ±30.0% |
| Jan 21, 2028 | 458 | 59.5% | +0.8pt | ±51.8% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20