FANG volatilidad 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.34.0%
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.29.8%
HV6033.1%
Diferencial IV − HV20
+4.2pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
53
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
5/60 días registrados
Cboe delayed options data · a fecha de Sep 04, 21:50 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 18, 2026 | 14 | 32.8% | +1.3pt | ±5.4% |
| Oct 16, 2026 | 42 | 34.3% | -3.0pt | ±9.4% |
| Dec 18, 2026 | 105 | 34.9% | +0.6pt | ±14.9% |
| Jan 15, 2027 | 133 | 34.2% | +1.2pt | ±16.4% |
| Mar 19, 2027 | 196 | 34.6% | +1.3pt | ±20.0% |
| Jun 17, 2027 | 286 | 36.1% | +2.0pt | ±25.0% |
| Aug 20, 2027 | 350 | 36.5% | +2.6pt | ±27.7% |
| Sep 17, 2027 | 378 | 35.9% | +2.3pt | ±28.3% |
| Nov 19, 2027 | 441 | 37.0% | +2.9pt | ±31.3% |
| Jan 21, 2028 | 504 | 36.9% | +2.9pt | ±33.2% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20