HSY 波动率 The Hershey Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.30.6%
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.18.7%
HV6021.7%
IV − HV20价差
+11.8pt
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).
29
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 18:38 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 | 28.1% | +1.4pt | ±2.4% |
| Oct 30, 2026 | 11 | 37.6% | +2.0pt | ±5.3% |
| Nov 06, 2026 | 18 | 33.0% | +0.1pt | ±5.9% |
| Nov 13, 2026 | 25 | 32.4% | +2.0pt | ±6.9% |
| Nov 20, 2026 | 32 | 29.9% | +1.2pt | ±7.3% |
| Nov 27, 2026 | 39 | 29.2% | +1.1pt | ±7.8% |
| Dec 18, 2026 | 60 | 28.9% | +3.0pt | ±9.4% |
| Jan 15, 2027 | 88 | 26.7% | +2.2pt | ±10.5% |
| Feb 19, 2027 | 123 | 26.8% | +2.4pt | ±12.6% |
| Mar 19, 2027 | 151 | 27.7% | +2.8pt | ±14.2% |
| May 21, 2027 | 214 | 27.6% | +2.9pt | ±16.8% |
| Jun 17, 2027 | 241 | 27.1% | +3.4pt | ±17.3% |
| Sep 17, 2027 | 333 | 28.0% | +2.1pt | ±20.8% |
| Jan 21, 2028 | 459 | 28.0% | +3.7pt | ±24.1% |
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