DASH volatilidad 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.37.9%
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.29.0%
HV6043.8%
Diferencial IV − HV20
+9.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 09:34 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 39.5% | +8.0pt | ±2.4% |
| Sep 11, 2026 | 8 | 35.5% | +7.9pt | ±4.5% |
| Sep 18, 2026 | 15 | 36.1% | +1.7pt | ±6.0% |
| Sep 25, 2026 | 22 | 38.1% | +1.1pt | ±7.6% |
| Oct 02, 2026 | 29 | 37.9% | -0.7pt | ±8.6% |
| Oct 09, 2026 | 36 | 38.1% | -1.0pt | ±9.6% |
| Oct 16, 2026 | 43 | 38.3% | -0.8pt | ±10.7% |
| Nov 20, 2026 | 78 | 43.5% | +2.0pt | ±16.2% |
| Dec 18, 2026 | 106 | 42.2% | +1.1pt | ±18.3% |
| Jan 15, 2027 | 134 | 41.2% | +1.9pt | ±20.0% |
| Feb 19, 2027 | 169 | 43.5% | +2.5pt | ±23.6% |
| Mar 19, 2027 | 197 | 44.0% | +3.9pt | ±25.7% |
| Jun 17, 2027 | 287 | 45.7% | +3.4pt | ±32.1% |
| Sep 17, 2027 | 379 | 46.7% | — | ±37.5% |
| Dec 17, 2027 | 470 | 47.6% | +3.5pt | ±42.4% |
| Jan 21, 2028 | 505 | 47.8% | +3.9pt | ±44.0% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20