JD volatility JD.com, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.36.4%
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.21.2%
HV6027.5%
IV − HV20 spread
+15.2pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
44
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 09:38 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 29.1% | +0.8pt | ±2.5% |
| Oct 30, 2026 | 10 | 30.8% | +3.4pt | ±4.3% |
| Nov 06, 2026 | 17 | 24.2% | +2.4pt | ±4.4% |
| Nov 13, 2026 | 24 | 35.0% | +2.9pt | ±7.4% |
| Nov 20, 2026 | 31 | 36.5% | +0.1pt | ±8.7% |
| Nov 27, 2026 | 38 | 31.7% | +2.8pt | ±8.3% |
| Dec 18, 2026 | 59 | 34.8% | -1.8pt | ±11.3% |
| Jan 15, 2027 | 87 | 31.4% | -0.5pt | ±12.4% |
| Mar 19, 2027 | 150 | 35.0% | -2.2pt | ±18.2% |
| Jun 17, 2027 | 240 | 35.2% | +3.7pt | ±23.1% |
| Sep 17, 2027 | 332 | 34.8% | -2.2pt | ±26.2% |
| Dec 17, 2027 | 423 | 39.0% | +6.6pt | ±33.6% |
| Jan 21, 2028 | 458 | 37.6% | -2.5pt | ±33.7% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20