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.37.7%
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
+30.6pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
46
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 15:35 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 | 3 | 14.8% | +4.5pt | ±1.1% |
| Oct 30, 2026 | 10 | 60.7% | +17.6pt | ±8.1% |
| Nov 06, 2026 | 17 | 49.4% | +10.4pt | ±8.6% |
| Nov 13, 2026 | 24 | 41.6% | +37.4pt | ±8.6% |
| Nov 20, 2026 | 31 | 37.2% | +1.1pt | ±8.7% |
| Nov 27, 2026 | 38 | 34.2% | +30.2pt | ±8.8% |
| Dec 18, 2026 | 59 | 22.0% | +11.0pt | ±7.1% |
| Jan 15, 2027 | 87 | 21.8% | +18.6pt | ±8.5% |
| Mar 19, 2027 | 150 | 22.6% | +3.7pt | ±11.5% |
| Apr 16, 2027 | 178 | 16.1% | +21.1pt | ±9.1% |
| May 21, 2027 | 213 | 20.4% | +34.8pt | ±12.5% |
| Jun 17, 2027 | 240 | 21.4% | +9.2pt | ±13.9% |
| Aug 20, 2027 | 304 | 15.0% | +28.7pt | ±11.2% |
| Jan 21, 2028 | 458 | 15.8% | +10.2pt | ±14.4% |
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