DOCU волатильность DocuSign, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.47.7%
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.37.8%
HV6051.5%
Спред IV − HV20
+9.8pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
66
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 15:37 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 | 51.5% | +5.7pt | ±4.3% |
| Oct 30, 2026 | 11 | 47.6% | +10.9pt | ±6.7% |
| Nov 06, 2026 | 18 | 47.4% | +6.2pt | ±8.5% |
| Nov 13, 2026 | 25 | 49.3% | +2.6pt | ±10.4% |
| Nov 20, 2026 | 32 | 47.1% | +3.4pt | ±11.2% |
| Nov 27, 2026 | 39 | 48.0% | +2.1pt | ±12.5% |
| Dec 18, 2026 | 60 | 54.4% | +4.0pt | ±17.6% |
| Jan 15, 2027 | 88 | 50.9% | +3.8pt | ±19.9% |
| Mar 19, 2027 | 151 | 51.2% | +4.0pt | ±26.2% |
| Jun 17, 2027 | 241 | 51.4% | +3.9pt | ±33.0% |
| Sep 17, 2027 | 333 | 52.6% | — | ±39.5% |
| Dec 17, 2027 | 424 | 51.9% | +5.9pt | ±43.8% |
| Jan 21, 2028 | 459 | 52.2% | — | ±45.7% |
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