FIVE volatilidad 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.51.6%
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.45.7%
HV6036.9%
Diferencial IV − HV20
+6.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
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.
3/60 días registrados
Cboe delayed options data · a fecha de 06:34 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 | 15 | 62.3% | +2.3pt | ±11.5% |
| Oct 16, 2026 | 43 | 47.9% | +3.1pt | ±14.0% |
| Nov 20, 2026 | 78 | 44.7% | +2.8pt | ±17.0% |
| Jan 15, 2027 | 134 | 45.0% | +1.2pt | ±21.9% |
| Feb 19, 2027 | 169 | 44.0% | +2.9pt | ±23.9% |
| Jan 21, 2028 | 505 | 44.4% | — | ±40.3% |
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