GME volatilidad 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.50.7%
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.22.9%
HV6035.1%
Diferencial IV − HV20
+27.7pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 días registrados
Cboe delayed options data · a fecha de 21:51 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 55.1% | -16.6pt | ±2.5% |
| Sep 11, 2026 | 8 | 73.0% | -17.0pt | ±8.7% |
| Sep 18, 2026 | 15 | 59.5% | -10.6pt | ±9.7% |
| Sep 25, 2026 | 22 | 56.1% | -16.2pt | ±11.1% |
| Oct 02, 2026 | 29 | 49.8% | -17.9pt | ±11.3% |
| Oct 09, 2026 | 36 | 54.5% | +1.9pt | ±13.5% |
| Oct 16, 2026 | 43 | 48.0% | -14.9pt | ±13.1% |
| Oct 23, 2026 | 50 | 57.4% | +15.9pt | ±16.8% |
| Dec 18, 2026 | 106 | 49.1% | -14.6pt | ±21.0% |
| Jan 15, 2027 | 134 | 47.3% | -13.8pt | ±22.7% |
| Mar 19, 2027 | 197 | 47.1% | -12.7pt | ±27.4% |
| Apr 16, 2027 | 225 | 53.5% | -5.8pt | ±33.0% |
| Jun 17, 2027 | 287 | 48.1% | -11.1pt | ±34.3% |
| Sep 17, 2027 | 379 | 44.8% | -2.9pt | ±36.6% |
| Dec 17, 2027 | 470 | 48.0% | -3.9pt | ±43.4% |
| Jan 21, 2028 | 505 | 49.1% | -0.0pt | ±45.8% |
Sonrisa de volatilidad — Oct 16, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20