CVNA волатильность 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.77.5%
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.50.0%
HV6055.6%
Спред IV − HV20
+27.5pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
92
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 18:35 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 66.5% | +5.6pt | ±4.9% |
| Oct 30, 2026 | 10 | 106.8% | +7.4pt | ±14.1% |
| Nov 06, 2026 | 17 | 90.8% | +8.7pt | ±15.7% |
| Nov 13, 2026 | 24 | 82.5% | +7.9pt | ±16.9% |
| Nov 20, 2026 | 31 | 76.8% | +6.8pt | ±17.8% |
| Nov 27, 2026 | 38 | 73.6% | +9.1pt | ±18.8% |
| Dec 18, 2026 | 59 | 68.9% | +7.2pt | ±22.0% |
| Jan 15, 2027 | 87 | 64.4% | +6.3pt | ±24.9% |
| Feb 19, 2027 | 122 | 63.7% | +5.7pt | ±29.1% |
| Mar 19, 2027 | 150 | 65.7% | +5.3pt | ±33.2% |
| May 21, 2027 | 213 | 65.8% | +5.8pt | ±39.4% |
| Jun 17, 2027 | 240 | 65.2% | +6.1pt | ±41.3% |
| Jan 21, 2028 | 458 | 64.8% | +5.2pt | ±55.8% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20