LYFT Volatilität Lyft, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.42.0%
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.45.0%
HV6043.8%
IV − HV20-Spread
-3.0pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
68
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:36 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 56.6% | +2.8pt | ±2.7% |
| Sep 11, 2026 | 8 | 42.0% | -3.7pt | ±5.0% |
| Sep 18, 2026 | 15 | 40.2% | -4.4pt | ±6.6% |
| Sep 25, 2026 | 22 | 45.6% | -4.4pt | ±9.0% |
| Oct 02, 2026 | 29 | 41.2% | +4.5pt | ±9.3% |
| Oct 09, 2026 | 36 | 45.4% | -0.0pt | ±11.4% |
| Oct 16, 2026 | 43 | 44.1% | -4.0pt | ±12.4% |
| Oct 23, 2026 | 50 | 61.8% | -1.4pt | ±18.3% |
| Nov 20, 2026 | 78 | 50.8% | -7.5pt | ±19.1% |
| Dec 18, 2026 | 106 | 49.0% | -5.4pt | ±21.3% |
| Jan 15, 2027 | 134 | 49.5% | -2.9pt | ±24.2% |
| Mar 19, 2027 | 197 | 50.5% | -0.9pt | ±29.1% |
| Apr 16, 2027 | 225 | 50.1% | -4.0pt | ±31.5% |
| Jun 17, 2027 | 287 | 51.7% | -0.7pt | ±35.8% |
| Sep 17, 2027 | 379 | 53.0% | -1.4pt | ±41.9% |
| Dec 17, 2027 | 470 | 52.5% | -0.4pt | ±45.9% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20