DASH Volatilität DoorDash, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.62.2%
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.49.8%
HV6042.2%
IV − HV20-Spread
+12.4pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 18:36 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 54.8% | +4.6pt | ±4.0% |
| Oct 30, 2026 | 10 | 48.8% | +5.9pt | ±6.5% |
| Nov 06, 2026 | 17 | 71.3% | +7.6pt | ±12.3% |
| Nov 13, 2026 | 24 | 65.3% | +6.0pt | ±13.5% |
| Nov 20, 2026 | 31 | 61.8% | +7.8pt | ±14.4% |
| Nov 27, 2026 | 38 | 57.4% | +6.0pt | ±14.8% |
| Dec 18, 2026 | 59 | 53.0% | +5.1pt | ±17.1% |
| Jan 15, 2027 | 87 | 49.7% | +4.1pt | ±19.4% |
| Feb 19, 2027 | 122 | 51.9% | +3.9pt | ±24.0% |
| Mar 19, 2027 | 150 | 50.0% | +3.3pt | ±25.6% |
| May 21, 2027 | 213 | 50.3% | +3.7pt | ±30.5% |
| Jun 17, 2027 | 240 | 49.9% | +4.0pt | ±32.1% |
| Sep 17, 2027 | 332 | 50.3% | +3.8pt | ±37.9% |
| Dec 17, 2027 | 423 | 50.1% | +4.6pt | ±42.4% |
| Jan 21, 2028 | 458 | 50.0% | +4.5pt | ±44.0% |
Volatility Smile — Nov 20, 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