$775.82
−$3.32 (−0.43%)
52-week range
Implied volatility (IV) is the size of the moves that option prices assume, stated as a yearly percentage. Think of it as the weather forecast built into the option price.
Each strike has its own IV. Plotted together they make a curve called the smile. When one side sits higher than the other, that tilt is called skew.
There aren't enough quotes at this expiry to draw the smile.
Term structure is the at-the-money IV for each expiry date, from the nearest to the furthest. The circled point is the Oct 13 expiry you picked.
Only one expiry has a usable at-the-money quote right now, so there is no curve to draw.
Realised volatility is the weather that actually happened: how much the stock really moved, on the same yearly scale. Comparing it with IV shows whether options look expensive or cheap.
There is no at-the-money IV for this expiry, so there is nothing to compare.