HOOD volatilidad 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.60.4%
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%
Diferencial IV − HV20
-10.9pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 09:35 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 71.3% | +0.1pt | ±4.6% |
| Sep 11, 2026 | 8 | 60.8% | -0.6pt | ±7.9% |
| Sep 18, 2026 | 15 | 61.6% | -0.6pt | ±10.3% |
| Sep 25, 2026 | 22 | 60.7% | +0.2pt | ±12.1% |
| Oct 02, 2026 | 29 | 60.4% | -0.9pt | ±13.7% |
| Oct 09, 2026 | 36 | 60.6% | -0.0pt | ±15.2% |
| Oct 16, 2026 | 43 | 61.3% | -0.5pt | ±16.8% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 66.0% | -1.4pt | ±24.3% |
| Dec 18, 2026 | 106 | 64.8% | -0.4pt | ±27.4% |
| Jan 15, 2027 | 134 | 63.9% | -0.9pt | ±30.3% |
| Feb 19, 2027 | 169 | 64.8% | -0.3pt | ±34.6% |
| Mar 19, 2027 | 197 | 64.9% | -1.0pt | ±37.0% |
| Apr 16, 2027 | 225 | 64.9% | — | ±39.4% |
| May 21, 2027 | 260 | 65.9% | — | ±42.9% |
| Jun 17, 2027 | 287 | 65.7% | -0.8pt | ±44.8% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20