HOOD Volatilität Robinhood Markets, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.60.7%
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.71.3%
HV6067.6%
IV − HV20-Spread
-10.7pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:35 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 69.9% | +0.1pt | ±4.3% |
| Sep 11, 2026 | 8 | 60.0% | -0.6pt | ±7.6% |
| Sep 18, 2026 | 15 | 61.7% | -0.6pt | ±10.3% |
| Sep 25, 2026 | 22 | 60.4% | +0.2pt | ±12.1% |
| Oct 02, 2026 | 29 | 60.7% | -0.9pt | ±13.8% |
| Oct 09, 2026 | 36 | 60.6% | -0.0pt | ±15.3% |
| Oct 16, 2026 | 43 | 61.3% | -0.5pt | ±17.0% |
| Nov 20, 2026 | 78 | 66.0% | -1.4pt | ±24.6% |
| Dec 18, 2026 | 106 | 64.8% | -0.4pt | ±27.7% |
| Jan 15, 2027 | 134 | 63.9% | -0.9pt | ±30.6% |
| Feb 19, 2027 | 169 | 64.8% | -0.3pt | ±35.0% |
| Mar 19, 2027 | 197 | 64.9% | -1.0pt | ±37.4% |
| Apr 16, 2027 | 225 | 64.9% | — | ±39.9% |
| May 21, 2027 | 260 | 65.9% | — | ±43.4% |
| Jun 17, 2027 | 287 | 65.7% | -0.8pt | ±45.4% |
| Sep 17, 2027 | 379 | 66.2% | — | ±52.1% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20