DASH volatilidade 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.37.8%
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.28.6%
HV6044.0%
Spread IV − HV20
+9.1pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
61
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 dias registrados
Cboe delayed options data · em 03:34 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 44.0% | -4.9pt | ±1.9% |
| Sep 11, 2026 | 8 | 34.1% | -1.6pt | ±4.1% |
| Sep 18, 2026 | 15 | 37.2% | +3.0pt | ±6.1% |
| Sep 25, 2026 | 22 | 37.6% | -2.5pt | ±7.4% |
| Oct 02, 2026 | 29 | 37.7% | -1.7pt | ±8.5% |
| Oct 09, 2026 | 36 | 38.2% | +1.9pt | ±9.6% |
| Oct 16, 2026 | 43 | 38.4% | -0.1pt | ±10.6% |
| Oct 23, 2026 | 50 | 38.1% | +0.4pt | ±11.3% |
| Nov 20, 2026 | 78 | 44.3% | +1.8pt | ±16.3% |
| Dec 18, 2026 | 106 | 42.7% | +2.8pt | ±18.4% |
| Jan 15, 2027 | 134 | 41.9% | +2.3pt | ±20.3% |
| Feb 19, 2027 | 169 | 43.8% | +1.6pt | ±23.7% |
| Mar 19, 2027 | 197 | 43.9% | +2.0pt | ±25.7% |
| Jun 17, 2027 | 287 | 45.6% | +2.6pt | ±32.0% |
| Sep 17, 2027 | 379 | 46.5% | — | ±37.4% |
| Dec 17, 2027 | 470 | 47.3% | +3.6pt | ±42.1% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20