DKNG volatilità 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%
Spread IV − HV20
-4.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
85
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 09:34 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 58.1% | -11.4pt | ±3.6% |
| Sep 11, 2026 | 8 | 35.0% | -2.0pt | ±4.8% |
| Sep 18, 2026 | 15 | 46.3% | +2.9pt | ±7.8% |
| Sep 25, 2026 | 22 | 49.5% | -5.1pt | ±9.9% |
| Oct 02, 2026 | 29 | 54.2% | -0.0pt | ±12.3% |
| Oct 09, 2026 | 36 | 48.3% | -3.6pt | ±12.2% |
| Oct 16, 2026 | 43 | 55.7% | +1.3pt | ±15.8% |
| Nov 20, 2026 | 78 | 58.3% | +3.1pt | ±21.9% |
| Dec 18, 2026 | 106 | 55.6% | +3.9pt | ±24.4% |
| Jan 15, 2027 | 134 | 56.1% | +1.7pt | ±27.5% |
| Feb 19, 2027 | 169 | 54.9% | +1.1pt | ±30.0% |
| Mar 19, 2027 | 197 | 58.0% | +0.6pt | ±34.2% |
| Jun 17, 2027 | 287 | 60.0% | +3.0pt | ±42.3% |
| Sep 17, 2027 | 379 | 50.8% | — | ±41.2% |
| Dec 17, 2027 | 470 | 56.6% | +3.8pt | ±50.5% |
| Jan 21, 2028 | 505 | 57.2% | +3.5pt | ±52.3% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20