DKNG volatilitas 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.53.2%
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%
Selisih IV − HV20
-4.8pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 12:34 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 62.2% | -11.4pt | ±3.7% |
| Sep 11, 2026 | 8 | 50.3% | -2.0pt | ±6.4% |
| Sep 18, 2026 | 15 | 47.9% | +2.9pt | ±8.0% |
| Sep 25, 2026 | 22 | 49.5% | -5.1pt | ±9.9% |
| Oct 02, 2026 | 29 | 54.2% | -0.0pt | ±12.4% |
| Oct 09, 2026 | 36 | 48.3% | -3.6pt | ±12.3% |
| Oct 16, 2026 | 43 | 55.7% | +1.3pt | ±15.8% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 58.3% | +3.1pt | ±22.1% |
| Dec 18, 2026 | 106 | 55.6% | +3.9pt | ±24.5% |
| Jan 15, 2027 | 134 | 56.1% | +1.7pt | ±27.6% |
| Feb 19, 2027 | 169 | 54.9% | +1.1pt | ±30.2% |
| Mar 19, 2027 | 197 | 58.0% | +0.6pt | ±34.3% |
| Jun 17, 2027 | 287 | 60.0% | +3.0pt | ±42.5% |
| Sep 17, 2027 | 379 | 50.8% | — | ±41.4% |
| Dec 17, 2027 | 470 | 56.6% | +3.8pt | ±50.8% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20