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.59.2%
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 스프레드
+9.7pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
80
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 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 | 3 | 72.9% | -15.1pt | ±6.3% |
| Oct 30, 2026 | 10 | 70.8% | -19.7pt | ±10.0% |
| Nov 06, 2026 | 17 | 66.3% | -13.1pt | ±11.9% |
| Nov 13, 2026 | 24 | 62.1% | -12.2pt | ±13.1% |
| Nov 20, 2026 | 31 | 58.8% | -12.9pt | ±14.1% |
| Nov 27, 2026 | 38 | 56.2% | -14.7pt | ±14.8% |
| Dec 18, 2026 | 59 | 60.0% | -12.0pt | ±19.6% |
| Jan 15, 2027 | 87 | 54.5% | -10.1pt | ±21.6% |
| Mar 19, 2027 | 150 | 54.7% | -9.6pt | ±28.2% |
| Apr 16, 2027 | 178 | 54.0% | — | ±30.3% |
| Jun 17, 2027 | 240 | 57.2% | — | ±37.6% |
| Sep 17, 2027 | 332 | 56.6% | — | ±43.5% |
| Dec 17, 2027 | 423 | 53.1% | — | ±45.9% |
| Jan 21, 2028 | 458 | 54.0% | — | ±48.0% |
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