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.32.0%
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.25.2%
HV6023.6%
IV − HV20-Spread
+6.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
32
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 18:34 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 32.0% | +1.2pt | ±7.6% |
| Dec 18, 2026 | 59 | 29.2% | +8.2pt | ±9.5% |
| Jan 15, 2027 | 87 | 29.3% | -0.5pt | ±11.5% |
| Mar 19, 2027 | 150 | 29.7% | +2.2pt | ±15.2% |
| Jun 17, 2027 | 240 | 29.9% | +4.9pt | ±19.3% |
| Dec 17, 2027 | 423 | 29.8% | +2.8pt | ±25.2% |
| Jan 21, 2028 | 458 | 30.0% | +4.2pt | ±26.4% |
Volatility Smile — Nov 20, 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