GRAB 波动率 Grab Holdings Limited
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.52.0%
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.48.5%
HV6041.9%
IV − HV20价差
+3.6pt
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).
72
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.
28/60 已记录天数
Cboe delayed options data · 截至 15:38 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 54.1% | — | ±5.7% |
| Oct 30, 2026 | 11 | 51.5% | -0.0pt | ±8.0% |
| Nov 06, 2026 | 18 | 57.7% | +1.8pt | ±10.9% |
| Nov 13, 2026 | 25 | 53.3% | -1.0pt | ±11.8% |
| Nov 20, 2026 | 32 | 51.6% | -1.6pt | ±12.8% |
| Nov 27, 2026 | 39 | 49.6% | -1.9pt | ±13.5% |
| Dec 18, 2026 | 60 | 48.6% | +9.1pt | ±16.3% |
| Jan 15, 2027 | 88 | 47.8% | -4.4pt | ±19.2% |
| Apr 16, 2027 | 179 | 50.7% | -5.4pt | ±28.8% |
| Jun 17, 2027 | 241 | 52.4% | -5.2pt | ±34.3% |
| Dec 17, 2027 | 424 | 52.4% | -4.7pt | ±45.2% |
| Jan 21, 2028 | 459 | 53.5% | -2.2pt | ±48.0% |
波动率微笑 — Nov 20, 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