GME волатильность 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%
Спред IV − HV20
+9.7pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
80
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 06:37 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| 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 | ±14.0% |
| Nov 27, 2026 | 38 | 56.2% | -14.7pt | ±14.8% |
| Dec 18, 2026 | 59 | 60.0% | -12.0pt | ±19.5% |
| Jan 15, 2027 | 87 | 54.5% | -10.1pt | ±21.5% |
| Mar 19, 2027 | 150 | 54.7% | -9.6pt | ±28.1% |
| Apr 16, 2027 | 178 | 54.0% | — | ±30.2% |
| Jun 17, 2027 | 240 | 57.2% | — | ±37.5% |
| Sep 17, 2027 | 332 | 56.6% | — | ±43.3% |
| Dec 17, 2027 | 423 | 53.1% | — | ±45.7% |
| Jan 21, 2028 | 458 | 54.0% | — | ±47.8% |
Улыбка волатильности — Oct 30, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20