XPEV volatilità 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.50.8%
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.34.7%
HV6039.9%
Spread IV − HV20
+16.1pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
70
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 12:47 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 63.2% | +44.6pt | ±5.6% |
| Oct 30, 2026 | 10 | 37.7% | +3.8pt | ±5.6% |
| Nov 06, 2026 | 17 | 45.3% | +8.5pt | ±8.2% |
| Nov 13, 2026 | 24 | 45.2% | -2.1pt | ±9.6% |
| Nov 20, 2026 | 31 | 51.5% | -3.2pt | ±12.2% |
| Nov 27, 2026 | 38 | 61.7% | +5.7pt | ±16.0% |
| Dec 18, 2026 | 59 | 53.7% | +7.5pt | ±17.3% |
| Jan 15, 2027 | 87 | 48.4% | +0.4pt | ±18.8% |
| Apr 16, 2027 | 178 | 56.7% | -0.8pt | ±31.2% |
| Jan 21, 2028 | 458 | 59.8% | -1.5pt | ±54.3% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20