GME Volatilität 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.51.4%
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.22.9%
HV6035.1%
IV − HV20-Spread
+28.5pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:35 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 53.9% | -16.0pt | ±2.5% |
| Sep 11, 2026 | 7 | 73.0% | -16.9pt | ±8.7% |
| Sep 18, 2026 | 14 | 59.5% | -10.5pt | ±9.7% |
| Sep 25, 2026 | 21 | 56.2% | -16.0pt | ±11.1% |
| Oct 02, 2026 | 28 | 49.9% | -17.7pt | ±11.3% |
| Oct 09, 2026 | 35 | 54.5% | +2.3pt | ±13.5% |
| Oct 16, 2026 | 42 | 48.0% | -14.9pt | ±13.1% |
| Oct 23, 2026 | 49 | 57.5% | +15.6pt | ±16.8% |
| Dec 18, 2026 | 105 | 49.1% | -15.0pt | ±21.0% |
| Jan 15, 2027 | 133 | 47.3% | -13.9pt | ±22.7% |
| Mar 19, 2027 | 196 | 47.1% | -13.6pt | ±27.4% |
| Apr 16, 2027 | 224 | 53.5% | -5.9pt | ±33.0% |
| Jun 17, 2027 | 286 | 48.0% | -11.6pt | ±34.2% |
| Sep 17, 2027 | 378 | 44.7% | -2.7pt | ±36.5% |
| Dec 17, 2027 | 469 | 48.0% | -3.9pt | ±43.3% |
| Jan 21, 2028 | 504 | 49.1% | -0.1pt | ±45.8% |
Volatility Smile — Oct 16, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20