CVNA volatilité Carvana Co.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.55.4%
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.61.9%
HV6064.5%
Écart IV − HV20
-6.5pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
87
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 18:33 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 56.9% | +2.7pt | ±2.5% |
| Sep 11, 2026 | 8 | 50.9% | +1.9pt | ±6.1% |
| Sep 18, 2026 | 15 | 53.2% | +1.9pt | ±8.6% |
| Sep 25, 2026 | 22 | 54.3% | +3.6pt | ±10.7% |
| Oct 02, 2026 | 29 | 55.5% | +3.4pt | ±12.5% |
| Oct 09, 2026 | 36 | 55.0% | +3.8pt | ±13.8% |
| Oct 16, 2026 | 43 | 55.6% | +3.5pt | ±15.3% |
| Oct 23, 2026 | 50 | 55.8% | — | ±16.4% |
| Nov 20, 2026 | 78 | 64.5% | +4.8pt | ±23.7% |
| Dec 18, 2026 | 106 | 62.1% | +5.2pt | ±26.5% |
| Jan 15, 2027 | 134 | 61.0% | +5.1pt | ±29.3% |
| Feb 19, 2027 | 169 | 61.6% | +4.7pt | ±33.2% |
| Mar 19, 2027 | 197 | 62.9% | +4.5pt | ±36.4% |
| Jun 17, 2027 | 287 | 63.4% | +5.3pt | ±43.9% |
| Jan 21, 2028 | 505 | 64.0% | — | ±57.8% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20