AFRM волатильность 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.53.4%
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.56.1%
HV6054.7%
Спред IV − HV20
-2.7pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
85
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 03:33 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 60.4% | +3.4pt | ±3.6% |
| Sep 11, 2026 | 9 | 53.4% | +4.3pt | ±6.7% |
| Sep 18, 2026 | 16 | 54.3% | +0.3pt | ±9.1% |
| Sep 25, 2026 | 23 | 52.0% | +7.4pt | ±10.4% |
| Oct 02, 2026 | 30 | 53.4% | -0.0pt | ±12.2% |
| Oct 09, 2026 | 37 | 53.0% | +3.8pt | ±13.5% |
| Oct 16, 2026 | 44 | 53.3% | +1.7pt | ±14.8% |
| Nov 20, 2026 | 79 | 59.7% | -0.6pt | ±22.2% |
| Dec 18, 2026 | 107 | 58.0% | +0.2pt | ±25.1% |
| Jan 15, 2027 | 135 | 55.5% | +3.3pt | ±26.9% |
| Feb 19, 2027 | 170 | 58.3% | +3.1pt | ±31.6% |
| Mar 19, 2027 | 198 | 59.8% | +3.0pt | ±34.8% |
| Jan 21, 2028 | 506 | 61.0% | — | ±55.6% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20