FANG volatilidade 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.34.1%
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%
Spread IV − HV20
+5.0pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
53
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 dias registrados
Cboe delayed options data · em 21:50 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 33.5% | +0.5pt | ±5.8% |
| Oct 16, 2026 | 43 | 34.2% | +3.5pt | ±9.6% |
| Dec 18, 2026 | 106 | 35.5% | +2.0pt | ±15.3% |
| Jan 15, 2027 | 134 | 34.5% | +1.4pt | ±16.7% |
| Mar 19, 2027 | 197 | 36.0% | +2.5pt | ±21.0% |
| Jun 17, 2027 | 287 | 36.4% | +2.2pt | ±25.3% |
| Aug 20, 2027 | 351 | 37.0% | +3.0pt | ±28.2% |
| Sep 17, 2027 | 379 | 36.4% | +2.7pt | ±29.4% |
| Nov 19, 2027 | 442 | 37.0% | +3.0pt | ±31.4% |
| Jan 21, 2028 | 505 | 37.1% | +2.9pt | ±33.5% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20