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.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%
Diferencial IV − HV20
+8.9pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
52
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.
29/60 días registrados
Cboe delayed options data · a fecha de 09:37 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 |
|---|---|---|---|---|
| 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% |
Sonrisa de volatilidad — Nov 20, 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