LYFT volatilité 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.47.2%
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.44.8%
HV6043.7%
Écart IV − HV20
+2.4pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
77
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.
4/60 jours enregistrés
Cboe delayed options data · au Sep 03, 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 96.3% | +1.0pt | ±4.2% |
| Sep 11, 2026 | 8 | 38.9% | +3.9pt | ±4.8% |
| Sep 18, 2026 | 15 | 40.2% | -1.0pt | ±6.6% |
| Sep 25, 2026 | 22 | 41.6% | +7.4pt | ±8.3% |
| Oct 02, 2026 | 29 | 48.6% | +4.6pt | ±11.1% |
| Oct 09, 2026 | 36 | 39.4% | +14.4pt | ±10.0% |
| Oct 16, 2026 | 43 | 42.5% | -0.4pt | ±11.6% |
| Oct 23, 2026 | 50 | 62.9% | +8.9pt | ±18.7% |
| Nov 20, 2026 | 78 | 54.3% | -1.9pt | ±19.9% |
| Dec 18, 2026 | 106 | 47.1% | -1.5pt | ±20.2% |
| Jan 15, 2027 | 134 | 48.5% | -1.0pt | ±23.3% |
| Mar 19, 2027 | 197 | 51.4% | +3.0pt | ±29.8% |
| Apr 16, 2027 | 225 | 51.2% | +6.1pt | ±31.6% |
| Jun 17, 2027 | 287 | 50.7% | -2.1pt | ±35.3% |
| Sep 17, 2027 | 379 | 49.7% | +2.6pt | ±39.7% |
| Dec 17, 2027 | 470 | 48.5% | +7.0pt | ±43.0% |
Smile de volatilité — Sep 18, 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