DLTR волатильность Dollar Tree, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.36.4%
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.27.3%
HV6033.6%
Спред IV − HV20
+9.1pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
43
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 записано дней
Cboe delayed options data · по состоянию на 18:36 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 39.6% | +2.3pt | ±3.4% |
| Oct 30, 2026 | 11 | 36.9% | +1.2pt | ±5.1% |
| Nov 06, 2026 | 18 | 36.3% | +7.8pt | ±6.5% |
| Nov 13, 2026 | 25 | 36.5% | +5.8pt | ±7.6% |
| Nov 20, 2026 | 32 | 36.4% | +2.7pt | ±8.6% |
| Nov 27, 2026 | 39 | 39.9% | +3.1pt | ±10.4% |
| Dec 18, 2026 | 60 | 40.4% | +3.5pt | ±13.2% |
| Jan 15, 2027 | 88 | 38.1% | +2.7pt | ±15.1% |
| Feb 19, 2027 | 123 | 38.8% | +3.1pt | ±18.0% |
| Mar 19, 2027 | 151 | 38.9% | +3.0pt | ±20.1% |
| May 21, 2027 | 214 | 39.5% | +3.2pt | ±24.2% |
| Jun 17, 2027 | 241 | 41.0% | +3.6pt | ±26.6% |
| Sep 17, 2027 | 333 | 40.7% | +3.8pt | ±31.0% |
| Jan 21, 2028 | 459 | 41.5% | +4.2pt | ±36.8% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20