CAVA Volatilität CAVA Group, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.47.0%
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.72.0%
HV6063.7%
IV − HV20-Spread
-25.0pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
77
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 18:33 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 04, 2026 | 1 | 70.9% | +11.5pt | ±3.2% |
| Sep 11, 2026 | 8 | 42.6% | -2.1pt | ±5.1% |
| Sep 18, 2026 | 15 | 46.4% | +0.3pt | ±7.6% |
| Sep 25, 2026 | 22 | 45.6% | +1.0pt | ±9.0% |
| Oct 02, 2026 | 29 | 47.2% | -0.3pt | ±10.6% |
| Oct 09, 2026 | 36 | 46.1% | -0.0pt | ±11.6% |
| Oct 16, 2026 | 43 | 48.4% | +1.1pt | ±13.4% |
| Oct 23, 2026 | 50 | 47.9% | -0.0pt | ±14.1% |
| Dec 18, 2026 | 106 | 55.1% | +2.1pt | ±23.5% |
| Jan 15, 2027 | 134 | 53.0% | +2.1pt | ±25.3% |
| Mar 19, 2027 | 197 | 54.4% | +2.2pt | ±31.2% |
| Apr 16, 2027 | 225 | 53.4% | +1.9pt | ±32.7% |
| Jun 17, 2027 | 287 | 54.7% | +2.9pt | ±37.8% |
| Dec 17, 2027 | 470 | 55.5% | +4.3pt | ±48.3% |
| Jan 21, 2028 | 505 | 54.8% | +2.9pt | ±49.4% |
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