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.74.9%
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.66.0%
HV6056.3%
Спред IV − HV20
+9.0pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
89
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 записано дней
Cboe delayed options data · по состоянию на 15:33 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 67.6% | +5.2pt | ±5.8% |
| Oct 30, 2026 | 11 | 63.8% | +4.6pt | ±8.9% |
| Nov 06, 2026 | 18 | 84.5% | +5.3pt | ±15.0% |
| Nov 13, 2026 | 25 | 76.2% | +1.3pt | ±16.0% |
| Nov 20, 2026 | 32 | 74.5% | -1.5pt | ±17.6% |
| Nov 27, 2026 | 39 | 67.4% | -2.1pt | ±17.6% |
| Dec 18, 2026 | 60 | 65.2% | +1.5pt | ±21.0% |
| Jan 15, 2027 | 88 | 58.8% | +2.1pt | ±22.9% |
| Feb 19, 2027 | 123 | 61.8% | +3.0pt | ±28.4% |
| Mar 19, 2027 | 151 | 61.9% | +2.0pt | ±31.5% |
| May 21, 2027 | 214 | 62.1% | — | ±37.4% |
| Jan 21, 2028 | 459 | 62.1% | — | ±53.9% |
Улыбка волатильности — Nov 20, 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