DKNG Volatilität DraftKings Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.51.2%
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.58.0%
HV6060.1%
IV − HV20-Spread
-6.8pt
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.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 00:34 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 59.6% | -0.8pt | ±3.6% |
| Sep 11, 2026 | 9 | 49.5% | +0.1pt | ±6.2% |
| Sep 18, 2026 | 16 | 49.9% | +0.6pt | ±8.4% |
| Sep 25, 2026 | 23 | 50.8% | +0.4pt | ±10.4% |
| Oct 02, 2026 | 30 | 51.2% | +1.1pt | ±11.9% |
| Oct 09, 2026 | 37 | 49.8% | +0.0pt | ±12.8% |
| Oct 16, 2026 | 44 | 51.6% | +0.8pt | ±14.5% |
| Nov 20, 2026 | 79 | 57.9% | +2.6pt | ±21.7% |
| Dec 18, 2026 | 107 | 56.5% | +1.7pt | ±24.5% |
| Jan 15, 2027 | 135 | 55.0% | +2.2pt | ±26.8% |
| Feb 19, 2027 | 170 | 55.9% | +4.0pt | ±30.5% |
| Mar 19, 2027 | 198 | 56.3% | +4.0pt | ±33.0% |
| Jun 17, 2027 | 288 | 54.0% | +2.4pt | ±38.1% |
| Sep 17, 2027 | 380 | 54.7% | — | ±44.1% |
| Dec 17, 2027 | 471 | 55.9% | +3.8pt | ±49.8% |
| Jan 21, 2028 | 506 | 56.9% | +5.0pt | ±52.3% |
Volatility Smile — Sep 18, 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