LVS volatility Las Vegas Sands Corp.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.41.0%
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.23.5%
HV6025.9%
IV − HV20 spread
+17.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
54
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 12:40 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 | 71.1% | -0.3pt | ±6.0% |
| Oct 30, 2026 | 10 | 49.3% | +5.2pt | ±6.8% |
| Nov 06, 2026 | 17 | 42.8% | +5.5pt | ±7.7% |
| Nov 13, 2026 | 24 | 40.7% | +8.6pt | ±8.6% |
| Nov 20, 2026 | 31 | 41.0% | +3.2pt | ±9.7% |
| Nov 27, 2026 | 38 | 37.0% | +5.1pt | ±9.6% |
| Dec 18, 2026 | 59 | 37.4% | +1.8pt | ±12.0% |
| Jan 15, 2027 | 87 | 36.4% | +2.5pt | ±14.1% |
| Mar 19, 2027 | 150 | 36.5% | +3.3pt | ±18.4% |
| Jun 17, 2027 | 240 | 38.3% | +2.8pt | ±24.1% |
| Sep 17, 2027 | 332 | 37.3% | +3.2pt | ±27.3% |
| Jan 21, 2028 | 458 | 36.1% | +3.5pt | ±30.7% |
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