FIVE Volatilität Five Below, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.39.8%
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.30.9%
HV6038.4%
IV − HV20-Spread
+8.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
52
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:37 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 39.8% | -0.6pt | ±9.6% |
| Dec 18, 2026 | 59 | 45.6% | +3.4pt | ±14.9% |
| Jan 15, 2027 | 87 | 44.1% | +4.1pt | ±17.4% |
| Feb 19, 2027 | 122 | 42.1% | +3.0pt | ±19.6% |
| May 21, 2027 | 213 | 42.9% | +3.9pt | ±26.3% |
| Jan 21, 2028 | 458 | 43.5% | +2.8pt | ±38.5% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20