LVS volatilité 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.41.1%
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.23.3%
HV6024.6%
Écart IV − HV20
+17.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
56
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 jours enregistrés
Cboe delayed options data · au 21:57 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 82.0% | +4.2pt | ±6.0% |
| Oct 30, 2026 | 10 | 53.5% | +1.8pt | ±7.1% |
| Nov 06, 2026 | 17 | 47.5% | +6.7pt | ±8.3% |
| Nov 13, 2026 | 24 | 45.6% | +1.5pt | ±9.4% |
| Nov 20, 2026 | 31 | 40.5% | +3.7pt | ±9.4% |
| Nov 27, 2026 | 38 | 40.8% | +3.0pt | ±10.5% |
| Dec 18, 2026 | 59 | 37.0% | +3.9pt | ±11.8% |
| Jan 15, 2027 | 87 | 36.0% | +4.7pt | ±14.0% |
| Mar 19, 2027 | 150 | 37.0% | +5.6pt | ±18.7% |
| Jun 17, 2027 | 240 | 37.2% | +4.9pt | ±23.5% |
| Sep 17, 2027 | 332 | 37.5% | +5.3pt | ±27.5% |
| Jan 21, 2028 | 458 | 37.3% | +5.3pt | ±31.8% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20