DKNG volatilidad 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.68.4%
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.53.9%
HV6054.0%
Diferencial IV − HV20
+14.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
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.
29/60 días registrados
Cboe delayed options data · a fecha de 12:36 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 67.2% | +4.3pt | ±5.7% |
| Oct 30, 2026 | 10 | 57.1% | +10.5pt | ±8.1% |
| Nov 06, 2026 | 17 | 62.2% | +7.4pt | ±11.1% |
| Nov 13, 2026 | 24 | 68.9% | +5.7pt | ±14.6% |
| Nov 20, 2026 | 31 | 68.3% | +1.9pt | ±16.2% |
| Nov 27, 2026 | 38 | 64.0% | +12.6pt | ±16.7% |
| Dec 18, 2026 | 59 | 63.8% | +3.4pt | ±20.8% |
| Jan 15, 2027 | 87 | 61.4% | +3.6pt | ±24.2% |
| Feb 19, 2027 | 122 | 66.1% | +1.4pt | ±30.7% |
| Mar 19, 2027 | 150 | 63.0% | +3.5pt | ±32.4% |
| May 21, 2027 | 213 | 59.9% | +1.5pt | ±36.5% |
| Jun 17, 2027 | 240 | 61.2% | +4.5pt | ±40.0% |
| Sep 17, 2027 | 332 | 62.1% | +1.2pt | ±46.6% |
| Dec 17, 2027 | 423 | 62.5% | +3.8pt | ±52.6% |
| Jan 21, 2028 | 458 | 61.4% | +4.7pt | ±53.8% |
Sonrisa de volatilidad — Nov 20, 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