DAL Volatilität Delta Air Lines, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.33.3%
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.26.9%
HV6036.8%
IV − HV20-Spread
+6.5pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
51
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:41 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 33.8% | +2.2pt | ±2.0% |
| Sep 11, 2026 | 9 | 30.1% | +0.7pt | ±3.8% |
| Sep 18, 2026 | 16 | 33.8% | +2.2pt | ±5.7% |
| Sep 25, 2026 | 23 | 32.3% | +3.3pt | ±6.5% |
| Oct 02, 2026 | 30 | 33.3% | +4.0pt | ±7.7% |
| Oct 09, 2026 | 37 | 38.2% | +2.7pt | ±9.7% |
| Oct 16, 2026 | 44 | 36.3% | +1.7pt | ±10.1% |
| Nov 20, 2026 | 79 | 39.9% | +2.5pt | ±14.8% |
| Dec 18, 2026 | 107 | 38.0% | +3.7pt | ±16.4% |
| Jan 15, 2027 | 135 | 39.2% | +3.2pt | ±19.0% |
| Mar 19, 2027 | 198 | 38.4% | +2.8pt | ±22.4% |
| Jun 17, 2027 | 288 | 38.7% | +3.1pt | ±27.1% |
| Sep 17, 2027 | 380 | 39.4% | +3.4pt | ±31.5% |
| Jan 21, 2028 | 506 | 39.8% | +3.3pt | ±36.5% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20