FIVE volatility 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.40.1%
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.30.7%
HV6038.3%
IV − HV20 spread
+9.4pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
53
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 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 | 32 | 40.1% | +2.4pt | ±9.6% |
| Dec 18, 2026 | 60 | 47.0% | +1.3pt | ±15.1% |
| Jan 15, 2027 | 88 | 44.4% | +3.4pt | ±17.3% |
| Feb 19, 2027 | 123 | 42.5% | +2.5pt | ±19.6% |
| May 21, 2027 | 214 | 43.6% | +3.7pt | ±26.4% |
| Jan 21, 2028 | 459 | 43.7% | +2.9pt | ±38.2% |
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