GME 波动率 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%
IV − HV20价差
+29.1pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 已记录天数
Cboe delayed options data · 截至 09:35 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜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. | 隐含涨跌幅 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 44.6% | -6.4pt | ±2.7% |
| Sep 11, 2026 | 8 | 66.5% | -15.8pt | ±8.4% |
| Sep 18, 2026 | 15 | 59.8% | -10.8pt | ±10.0% |
| Sep 25, 2026 | 22 | 55.0% | -9.3pt | ±11.0% |
| Oct 02, 2026 | 29 | 51.6% | +0.3pt | ±11.6% |
| Oct 09, 2026 | 36 | 53.0% | -14.6pt | ±13.4% |
| Oct 16, 2026 | 43 | 49.9% | -14.3pt | ±13.8% |
| Oct 23, 2026 | 50 | — | — | — |
| Dec 18, 2026 | 106 | 49.3% | -12.1pt | ±21.2% |
| Jan 15, 2027 | 134 | 46.7% | -10.1pt | ±22.6% |
| Mar 19, 2027 | 197 | 46.8% | -8.2pt | ±28.6% |
| Apr 16, 2027 | 225 | 51.1% | -8.4pt | ±31.8% |
| Jun 17, 2027 | 287 | 48.4% | -6.7pt | ±34.8% |
| Sep 17, 2027 | 379 | 49.1% | -10.1pt | ±40.3% |
| Dec 17, 2027 | 470 | 48.5% | -1.3pt | ±44.1% |
| Jan 21, 2028 | 505 | 48.1% | +1.6pt | ±45.3% |
波动率微笑 — Oct 16, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20