CZR volatility Caesars Entertainment, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.37.6%
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.7.1%
HV606.1%
IV − HV20 spread
+30.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
47
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 21:54 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 33.4% | -1.8pt | ±2.8% |
| Oct 30, 2026 | 11 | 58.4% | +41.6pt | ±8.2% |
| Nov 06, 2026 | 18 | 48.0% | +8.0pt | ±8.6% |
| Nov 13, 2026 | 25 | 41.0% | +41.5pt | ±8.6% |
| Nov 20, 2026 | 32 | 36.5% | +3.8pt | ±8.8% |
| Nov 27, 2026 | 39 | 34.6% | +9.1pt | ±9.1% |
| Dec 18, 2026 | 60 | 15.6% | +12.3pt | ±5.1% |
| Jan 15, 2027 | 88 | 23.7% | +18.1pt | ±9.4% |
| Mar 19, 2027 | 151 | 21.8% | +8.7pt | ±11.3% |
| Jun 17, 2027 | 241 | 18.9% | +11.6pt | ±12.4% |
| Aug 20, 2027 | 305 | 13.2% | +30.5pt | ±10.0% |
| Jan 21, 2028 | 459 | 14.2% | +12.7pt | ±13.0% |
Volatility smile — Oct 30, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20