GME volatilità 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.51.9%
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.22.8%
HV6034.9%
Spread IV − HV20
+29.1pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 13:03 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 44.7% | -6.6pt | ±2.7% |
| Sep 11, 2026 | 8 | 66.5% | -15.8pt | ±8.3% |
| Sep 18, 2026 | 15 | 59.8% | -10.7pt | ±10.0% |
| Sep 25, 2026 | 22 | 55.0% | -9.4pt | ±11.0% |
| Oct 02, 2026 | 29 | 51.6% | -0.6pt | ±11.6% |
| Oct 09, 2026 | 36 | 53.0% | -14.6pt | ±13.4% |
| Oct 16, 2026 | 43 | 49.9% | -14.4pt | ±13.8% |
| Oct 23, 2026 | 50 | — | — | — |
| Dec 18, 2026 | 106 | 49.4% | -12.2pt | ±21.2% |
| Jan 15, 2027 | 134 | 46.7% | -10.2pt | ±22.6% |
| Mar 19, 2027 | 197 | 46.8% | -8.1pt | ±28.6% |
| Apr 16, 2027 | 225 | 51.1% | -8.1pt | ±31.8% |
| Jun 17, 2027 | 287 | 48.4% | -6.2pt | ±34.8% |
| Sep 17, 2027 | 379 | 49.1% | -9.7pt | ±40.3% |
| Dec 17, 2027 | 470 | 48.5% | -1.3pt | ±44.1% |
| Jan 21, 2028 | 505 | 48.1% | +1.6pt | ±45.3% |
Volatility smile — Oct 16, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20