ZM Volatilität Zoom Communications, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.38.2%
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.49.9%
HV6044.2%
IV − HV20-Spread
-11.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:39 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 43.3% | -4.1pt | ±2.7% |
| Sep 11, 2026 | 8 | 36.6% | -3.7pt | ±4.7% |
| Sep 18, 2026 | 15 | 37.6% | -2.4pt | ±6.3% |
| Sep 25, 2026 | 22 | 37.4% | -2.5pt | ±7.5% |
| Oct 02, 2026 | 29 | 38.1% | -2.1pt | ±8.8% |
| Oct 09, 2026 | 36 | 38.6% | -3.5pt | ±9.8% |
| Oct 16, 2026 | 43 | 40.1% | -0.3pt | ±11.2% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 38.9% | -2.5pt | ±14.5% |
| Dec 18, 2026 | 106 | 42.7% | -0.4pt | ±18.5% |
| Jan 15, 2027 | 134 | 41.7% | -1.1pt | ±20.2% |
| Feb 19, 2027 | 169 | 41.0% | -0.7pt | ±22.3% |
| Mar 19, 2027 | 197 | 42.4% | -0.7pt | ±24.8% |
| Jun 17, 2027 | 287 | 42.6% | +1.0pt | ±30.0% |
| Sep 17, 2027 | 379 | 42.0% | +0.2pt | ±33.9% |
| Jan 21, 2028 | 505 | 43.7% | — | ±40.4% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20