FIVE 波动率 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.44.9%
HV6036.9%
IV − HV20价差
+6.7pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 已记录天数
Cboe delayed options data · 截至 21:50 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| 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% |
波动率微笑 — Sep 18, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20