AFRM volatilité 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.68.1%
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%
Écart IV − HV20
+1.8pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 12:33 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 63.0% | +5.0pt | ±5.3% |
| Oct 30, 2026 | 10 | 60.7% | -4.3pt | ±8.4% |
| Nov 06, 2026 | 17 | 85.5% | +3.6pt | ±15.2% |
| Nov 13, 2026 | 24 | 70.4% | +1.9pt | ±14.7% |
| Nov 20, 2026 | 31 | 67.8% | +8.3pt | ±16.0% |
| Nov 27, 2026 | 38 | 63.1% | +9.1pt | ±16.4% |
| Dec 18, 2026 | 59 | 61.4% | +6.1pt | ±19.8% |
| Jan 15, 2027 | 87 | 57.8% | -0.2pt | ±22.6% |
| Feb 19, 2027 | 122 | 62.7% | +1.7pt | ±28.8% |
| Mar 19, 2027 | 150 | 60.6% | +4.0pt | ±30.8% |
| May 21, 2027 | 213 | 61.6% | +4.7pt | ±37.1% |
| Jan 21, 2028 | 458 | 61.1% | — | ±53.1% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20