FIVE volatiliteit 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.38.5%
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.44.9%
HV6036.9%
IV − HV20 spreiding
-6.4pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
63
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 dagen vastgelegd
Cboe delayed options data · per 06:34 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Sep 18, 2026 | 14 | 38.8% | +1.2pt | ±6.3% |
| Oct 16, 2026 | 42 | 38.5% | +0.4pt | ±10.5% |
| Nov 20, 2026 | 77 | 39.0% | +0.3pt | ±14.3% |
| Jan 15, 2027 | 133 | 42.0% | +2.0pt | ±20.1% |
| Feb 19, 2027 | 168 | 41.2% | +2.8pt | ±22.2% |
| Jan 21, 2028 | 504 | 44.2% | — | ±40.6% |
Volatiliteitsglimlach — Sep 18, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20