CZR volatilité 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.37.0%
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.7.1%
HV606.1%
Écart IV − HV20
+29.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
46
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.
29/60 jours enregistrés
Cboe delayed options data · au 06:35 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 33.4% | -1.8pt | ±2.8% |
| Oct 30, 2026 | 10 | 58.4% | +41.6pt | ±8.1% |
| Nov 06, 2026 | 17 | 48.0% | +8.0pt | ±8.5% |
| Nov 13, 2026 | 24 | 41.0% | +41.5pt | ±8.6% |
| Nov 20, 2026 | 31 | 36.5% | +3.8pt | ±8.7% |
| Nov 27, 2026 | 38 | 34.6% | +9.1pt | ±9.0% |
| Dec 18, 2026 | 59 | 15.6% | +12.3pt | ±5.1% |
| Jan 15, 2027 | 87 | 23.7% | +18.1pt | ±9.3% |
| Mar 19, 2027 | 150 | 21.8% | +8.7pt | ±11.2% |
| Jun 17, 2027 | 240 | 18.9% | +11.6pt | ±12.3% |
| Aug 20, 2027 | 304 | 13.2% | +30.5pt | ±9.9% |
| Jan 21, 2028 | 458 | 14.2% | +12.7pt | ±12.9% |
Smile de volatilité — Oct 30, 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