APP Volatilität AppLovin Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.54.5%
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.87.0%
HV6074.8%
IV − HV20-Spread
-32.5pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
85
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 12:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 58.4% | +2.0pt | ±3.6% |
| Sep 11, 2026 | 8 | 51.5% | -0.3pt | ±6.5% |
| Sep 18, 2026 | 15 | 52.5% | -0.5pt | ±8.8% |
| Sep 25, 2026 | 22 | 51.7% | +1.1pt | ±10.3% |
| Oct 02, 2026 | 29 | 54.6% | -5.4pt | ±12.4% |
| Oct 09, 2026 | 36 | 53.6% | -6.2pt | ±13.5% |
| Oct 16, 2026 | 43 | 53.6% | -1.2pt | ±14.7% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 65.1% | +1.8pt | ±23.9% |
| Dec 18, 2026 | 106 | 64.6% | -1.2pt | ±27.5% |
| Jan 15, 2027 | 134 | 63.0% | +0.5pt | ±30.1% |
| Feb 19, 2027 | 169 | 68.0% | -0.6pt | ±36.3% |
| Mar 19, 2027 | 197 | 64.9% | -0.9pt | ±37.3% |
| Jun 17, 2027 | 287 | 66.7% | -0.5pt | ±45.8% |
| Jan 21, 2028 | 505 | 66.7% | -1.0pt | ±59.7% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20