FANG volatiliteit Diamondback Energy, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.34.7%
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.29.4%
HV6033.3%
IV − HV20 spreiding
+5.2pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
55
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dagen vastgelegd
Cboe delayed options data · per 00:34 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | 34.3% | +2.1pt | ±6.0% |
| Oct 16, 2026 | 44 | 34.8% | +3.1pt | ±9.8% |
| Dec 18, 2026 | 107 | 35.0% | +0.9pt | ±15.1% |
| Jan 15, 2027 | 135 | 34.4% | +1.1pt | ±16.7% |
| Mar 19, 2027 | 198 | 34.5% | +1.1pt | ±20.1% |
| Jun 17, 2027 | 288 | 36.0% | +2.9pt | ±24.9% |
| Aug 20, 2027 | 352 | 36.2% | +1.8pt | ±27.6% |
| Sep 17, 2027 | 380 | 36.4% | +1.7pt | ±28.7% |
| Nov 19, 2027 | 443 | 37.1% | +2.7pt | ±31.4% |
| Jan 21, 2028 | 506 | 37.0% | +3.1pt | ±33.3% |
Volatiliteitsglimlach — Sep 18, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20