ABNB Volatilität Airbnb, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.30.9%
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.64.5%
HV6045.8%
IV − HV20-Spread
-33.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
44
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 09:33 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 | 32.5% | +14.1pt | ±2.0% |
| Sep 11, 2026 | 8 | 27.2% | +11.7pt | ±3.5% |
| Sep 18, 2026 | 15 | 29.9% | +1.1pt | ±5.0% |
| Sep 25, 2026 | 22 | 30.6% | +0.0pt | ±6.1% |
| Oct 02, 2026 | 29 | 30.8% | +0.6pt | ±7.1% |
| Oct 09, 2026 | 36 | 31.0% | +5.2pt | ±7.9% |
| Oct 16, 2026 | 43 | 30.5% | +1.4pt | ±8.5% |
| Nov 20, 2026 | 78 | 35.3% | -1.1pt | ±13.2% |
| Dec 18, 2026 | 106 | 36.0% | -0.1pt | ±15.6% |
| Jan 15, 2027 | 134 | 35.2% | +2.5pt | ±17.1% |
| Mar 19, 2027 | 197 | 36.2% | +1.3pt | ±21.3% |
| Apr 16, 2027 | 225 | 36.4% | +2.6pt | ±22.8% |
| Jun 17, 2027 | 287 | 38.0% | +2.7pt | ±26.9% |
| Sep 17, 2027 | 379 | 38.0% | +2.7pt | ±30.9% |
| Dec 17, 2027 | 470 | 38.5% | — | ±34.7% |
| Jan 21, 2028 | 505 | 38.8% | — | ±36.2% |
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