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.68.4%
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.66.3%
HV6056.4%
IV − HV20 spread
+2.1pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 03:33 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 | 63.0% | +5.0pt | ±5.3% |
| Oct 30, 2026 | 11 | 60.7% | -4.3pt | ±8.4% |
| Nov 06, 2026 | 18 | 85.5% | +3.6pt | ±15.2% |
| Nov 13, 2026 | 25 | 70.4% | +1.9pt | ±14.7% |
| Nov 20, 2026 | 32 | 67.8% | +8.3pt | ±16.0% |
| Nov 27, 2026 | 39 | 63.1% | +9.1pt | ±16.4% |
| Dec 18, 2026 | 60 | 61.4% | +6.1pt | ±19.8% |
| Jan 15, 2027 | 88 | 57.8% | -0.2pt | ±22.6% |
| Feb 19, 2027 | 123 | 62.7% | +1.7pt | ±28.8% |
| Mar 19, 2027 | 151 | 60.6% | +4.0pt | ±30.8% |
| May 21, 2027 | 214 | 61.6% | +4.7pt | ±37.1% |
| Jan 21, 2028 | 459 | 61.1% | — | ±53.1% |
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