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.33.9%
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.29.0%
HV6033.0%
IV − HV20 spreiding
+4.9pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
52
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.
4/60 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 | 15 | 32.8% | +1.3pt | ±5.4% |
| Oct 16, 2026 | 43 | 34.3% | -3.0pt | ±9.4% |
| Dec 18, 2026 | 106 | 34.9% | +0.6pt | ±14.9% |
| Jan 15, 2027 | 134 | 34.2% | +1.2pt | ±16.4% |
| Mar 19, 2027 | 197 | 34.6% | +1.3pt | ±20.0% |
| Jun 17, 2027 | 287 | 36.1% | +2.0pt | ±25.0% |
| Aug 20, 2027 | 351 | 36.5% | +2.6pt | ±27.7% |
| Sep 17, 2027 | 379 | 35.9% | +2.3pt | ±28.3% |
| Nov 19, 2027 | 442 | 37.0% | +2.9pt | ±31.3% |
| Jan 21, 2028 | 505 | 36.9% | +2.9pt | ±33.2% |
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