BYD volatilitas 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%
Selisih IV − HV20
+8.8pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
30
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 09:33 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| 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
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20