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.32.4%
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.24.7%
HV6023.5%
Selisih IV − HV20
+7.8pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
32
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 hari yang direkam
Cboe delayed options data · per 15:34 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 32.4% | +3.1pt | ±7.7% |
| Dec 18, 2026 | 60 | 31.9% | -1.5pt | ±10.5% |
| Jan 15, 2027 | 88 | 28.7% | -1.7pt | ±11.4% |
| Mar 19, 2027 | 151 | 27.6% | +0.9pt | ±14.4% |
| Jun 17, 2027 | 241 | 29.2% | +3.5pt | ±19.1% |
| Dec 17, 2027 | 424 | 28.9% | +3.8pt | ±24.6% |
| Jan 21, 2028 | 459 | 28.1% | +2.4pt | ±25.1% |
Volatility smile — Nov 20, 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