DIS ボラティリティ The Walt Disney Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.31.7%
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.19.3%
HV6024.8%
IV − HV20スプレッド
+12.4pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
30
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 日分記録済み
Cboe delayed options data · 基準日時： 21:03 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 28.5% | +1.5pt | ±2.4% |
| Oct 30, 2026 | 11 | 25.2% | +1.4pt | ±3.5% |
| Nov 06, 2026 | 18 | 25.8% | +1.1pt | ±4.6% |
| Nov 13, 2026 | 25 | 25.4% | +2.2pt | ±5.4% |
| Nov 20, 2026 | 32 | 33.4% | +2.0pt | ±8.0% |
| Nov 27, 2026 | 39 | 32.3% | +1.3pt | ±8.5% |
| Dec 18, 2026 | 60 | 29.3% | +1.9pt | ±9.8% |
| Jan 15, 2027 | 88 | 27.4% | +1.8pt | ±10.8% |
| Mar 19, 2027 | 151 | 28.8% | +1.7pt | ±14.9% |
| Apr 16, 2027 | 179 | 28.1% | +1.2pt | ±15.9% |
| Jun 17, 2027 | 241 | 28.6% | +1.5pt | ±18.8% |
| Sep 17, 2027 | 333 | 28.6% | +1.7pt | ±21.8% |
| Dec 17, 2027 | 424 | 29.5% | +1.8pt | ±25.3% |
| Jan 21, 2028 | 459 | 29.2% | +0.5pt | ±25.8% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20