FANG volatility 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.38.0%
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.25.9%
HV6035.4%
IV − HV20 spread
+12.2pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
48
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 18:37 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 38.0% | +1.7pt | ±8.9% |
| Dec 18, 2026 | 59 | 36.2% | +2.5pt | ±11.5% |
| Jan 15, 2027 | 87 | 35.3% | +3.0pt | ±13.6% |
| Mar 19, 2027 | 150 | 35.4% | +2.5pt | ±17.9% |
| Jun 17, 2027 | 240 | 34.5% | +2.1pt | ±21.8% |
| Aug 20, 2027 | 304 | 35.7% | +2.8pt | ±25.2% |
| Sep 17, 2027 | 332 | 35.5% | +2.8pt | ±26.2% |
| Nov 19, 2027 | 395 | 35.6% | +2.6pt | ±28.5% |
| Jan 21, 2028 | 458 | 36.1% | +2.4pt | ±30.9% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20