FIVE volatilité 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%
Écart IV − HV20
+8.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
52
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 00:37 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 39.8% | -0.6pt | ±9.6% |
| Dec 18, 2026 | 60 | 45.6% | +3.4pt | ±14.9% |
| Jan 15, 2027 | 88 | 44.1% | +4.1pt | ±17.4% |
| Feb 19, 2027 | 123 | 42.1% | +3.0pt | ±19.6% |
| May 21, 2027 | 214 | 42.9% | +3.9pt | ±26.3% |
| Jan 21, 2028 | 459 | 43.5% | +2.8pt | ±38.5% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20