BYD Volatilität Boyd Gaming Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.26.1%
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.17.3%
HV6022.7%
IV − HV20-Spread
+8.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
30
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 06:33 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 18, 2026 | 15 | 29.4% | -1.3pt | ±5.2% |
| Oct 16, 2026 | 43 | 25.0% | +5.8pt | ±7.2% |
| Dec 18, 2026 | 106 | 28.5% | +2.9pt | ±12.6% |
| Jan 15, 2027 | 134 | 27.9% | +4.3pt | ±13.8% |
| Mar 19, 2027 | 197 | 28.2% | +4.5pt | ±16.8% |
| Dec 17, 2027 | 470 | 30.0% | +5.5pt | ±27.0% |
| Jan 21, 2028 | 505 | 29.4% | +5.7pt | ±27.4% |
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