DAL volatilitas 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.36.7%
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.29.4%
HV6031.0%
Selisih IV − HV20
+7.3pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
46
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 hari yang direkam
Cboe delayed options data · per 21:52 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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 | 47.3% | -1.0pt | ±3.5% |
| Oct 30, 2026 | 10 | 41.2% | +1.1pt | ±5.5% |
| Nov 06, 2026 | 17 | 40.1% | +6.2pt | ±7.0% |
| Nov 13, 2026 | 24 | 40.4% | +3.4pt | ±8.4% |
| Nov 20, 2026 | 31 | 36.2% | +0.5pt | ±8.5% |
| Nov 27, 2026 | 38 | 36.1% | +5.0pt | ±9.4% |
| Dec 18, 2026 | 59 | 36.3% | +4.4pt | ±11.9% |
| Jan 15, 2027 | 87 | 37.8% | +3.4pt | ±14.9% |
| Mar 19, 2027 | 150 | 40.0% | +5.1pt | ±20.5% |
| Jun 17, 2027 | 240 | 39.0% | +4.0pt | ±25.2% |
| Sep 17, 2027 | 332 | 39.1% | +3.1pt | ±29.6% |
| Jan 21, 2028 | 458 | 40.3% | +2.1pt | ±35.6% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20