GME 변동성 GameStop Corp.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.71.7%
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.48.9%
HV6045.6%
IV − HV20 스프레드
+22.8pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
87
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 일 기록됨
Cboe delayed options data · 기준일 09:37 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 79.7% | -19.1pt | ±9.1% |
| Oct 30, 2026 | 11 | 86.7% | -25.2pt | ±13.6% |
| Nov 06, 2026 | 18 | 78.7% | -19.8pt | ±15.2% |
| Nov 13, 2026 | 25 | 76.1% | -24.3pt | ±16.9% |
| Nov 20, 2026 | 32 | 70.2% | -15.0pt | ±17.4% |
| Nov 27, 2026 | 39 | 67.2% | -17.4pt | ±18.2% |
| Dec 18, 2026 | 60 | 70.4% | -21.2pt | ±23.4% |
| Jan 15, 2027 | 88 | 64.6% | -15.8pt | ±25.8% |
| Mar 19, 2027 | 151 | 59.6% | -17.2pt | ±30.8% |
| Apr 16, 2027 | 179 | 57.4% | — | ±32.2% |
| Jun 17, 2027 | 241 | 59.2% | — | ±38.4% |
| Sep 17, 2027 | 333 | 57.3% | — | ±43.3% |
| Dec 17, 2027 | 424 | 55.6% | — | ±47.1% |
| Jan 21, 2028 | 459 | 57.4% | — | ±50.4% |
변동성 스마일 — Oct 30, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20