GME ボラティリティ 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.59.4%
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.49.5%
HV6045.7%
IV − HV20スプレッド
+9.9pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
81
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 日分記録済み
Cboe delayed options data · 基準日時： 21:56 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキュー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. | インプライドムーブ |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 76.8% | -13.4pt | ±6.4% |
| Oct 30, 2026 | 11 | 72.2% | -18.4pt | ±10.1% |
| Nov 06, 2026 | 18 | 67.1% | -13.3pt | ±12.0% |
| Nov 13, 2026 | 25 | 61.2% | -11.4pt | ±12.9% |
| Nov 20, 2026 | 32 | 58.8% | -13.2pt | ±14.0% |
| Nov 27, 2026 | 39 | 58.1% | -14.2pt | ±15.2% |
| Dec 18, 2026 | 60 | 60.1% | -12.2pt | ±19.4% |
| Jan 15, 2027 | 88 | 54.6% | -10.3pt | ±21.4% |
| Mar 19, 2027 | 151 | 54.7% | -9.7pt | ±27.9% |
| Apr 16, 2027 | 179 | 54.0% | — | ±30.0% |
| Jun 17, 2027 | 241 | 57.2% | — | ±37.3% |
| Sep 17, 2027 | 333 | 56.7% | — | ±43.1% |
| Dec 17, 2027 | 424 | 53.1% | — | ±45.4% |
| Jan 21, 2028 | 459 | 54.0% | — | ±47.5% |
ボラティリティスマイル — Oct 30, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20