AFRM volatility Affirm Holdings, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.72.5%
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.66.0%
HV6056.3%
IV − HV20 spread
+6.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
89
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 09:33 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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 | 4 | 67.9% | +1.8pt | ±7.7% |
| Oct 30, 2026 | 11 | 66.3% | +4.3pt | ±10.5% |
| Nov 06, 2026 | 18 | 83.4% | +6.7pt | ±16.1% |
| Nov 13, 2026 | 25 | 76.1% | +3.7pt | ±16.9% |
| Nov 20, 2026 | 32 | 71.3% | -0.7pt | ±17.7% |
| Nov 27, 2026 | 39 | 68.8% | +4.5pt | ±18.7% |
| Dec 18, 2026 | 60 | 65.7% | +1.6pt | ±21.8% |
| Jan 15, 2027 | 88 | 58.7% | +4.4pt | ±23.5% |
| Feb 19, 2027 | 123 | 64.1% | +7.0pt | ±30.0% |
| Mar 19, 2027 | 151 | 61.6% | +4.9pt | ±31.8% |
| May 21, 2027 | 214 | 63.1% | — | ±38.5% |
| Jan 21, 2028 | 459 | 63.0% | — | ±55.3% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20