HOOD volatilità 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.66.9%
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.42.4%
HV6066.7%
Spread IV − HV20
+24.5pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al Oct 19, 21:56 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 64.6% | +3.4pt | ±5.4% |
| Oct 30, 2026 | 11 | 78.8% | +3.5pt | ±10.9% |
| Nov 06, 2026 | 18 | 72.1% | +2.9pt | ±12.8% |
| Nov 13, 2026 | 25 | 68.1% | +2.6pt | ±14.2% |
| Nov 20, 2026 | 32 | 66.5% | +2.6pt | ±15.7% |
| Nov 27, 2026 | 39 | 63.8% | +2.3pt | ±16.6% |
| Dec 18, 2026 | 60 | 62.3% | +2.2pt | ±20.0% |
| Jan 15, 2027 | 88 | 60.1% | +1.4pt | ±23.3% |
| Feb 19, 2027 | 123 | 62.0% | +1.0pt | ±28.3% |
| Mar 19, 2027 | 151 | 62.2% | +0.5pt | ±31.5% |
| Apr 16, 2027 | 179 | 61.5% | +0.8pt | ±33.8% |
| May 21, 2027 | 214 | 62.3% | +0.6pt | ±37.4% |
| Jun 17, 2027 | 241 | 62.1% | +0.2pt | ±39.5% |
| Sep 17, 2027 | 333 | 63.0% | +0.1pt | ±46.7% |
| Dec 17, 2027 | 424 | 62.8% | +1.4pt | ±52.2% |
| Jan 21, 2028 | 459 | 62.6% | -0.3pt | ±54.0% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20