APP волатильность 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.76.9%
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.47.6%
HV6064.3%
Спред IV − HV20
+29.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
92
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 06:34 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 | 3 | 55.5% | +0.1pt | ±4.7% |
| Oct 30, 2026 | 10 | 52.7% | +2.0pt | ±7.3% |
| Nov 06, 2026 | 17 | 91.4% | +0.0pt | ±16.2% |
| Nov 13, 2026 | 24 | 81.0% | +6.3pt | ±16.9% |
| Nov 20, 2026 | 31 | 76.3% | +3.5pt | ±18.0% |
| Nov 27, 2026 | 38 | 73.6% | +2.1pt | ±19.1% |
| Dec 18, 2026 | 59 | 68.0% | +1.4pt | ±21.9% |
| Jan 15, 2027 | 87 | 64.0% | +2.4pt | ±25.0% |
| Feb 19, 2027 | 122 | 66.6% | +1.3pt | ±30.7% |
| Mar 19, 2027 | 150 | 67.7% | +2.4pt | ±34.4% |
| May 21, 2027 | 213 | 68.7% | +0.2pt | ±41.3% |
| Jun 17, 2027 | 240 | 66.7% | +2.0pt | ±42.6% |
| Sep 17, 2027 | 332 | 65.1% | — | ±48.5% |
| Jan 21, 2028 | 458 | 65.3% | +4.0pt | ±56.3% |
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