NCLH волатильность Norwegian Cruise Line Holdings Ltd.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.57.2%
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.37.6%
HV6045.2%
Спред IV − HV20
+19.5pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
77
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 записано дней
Cboe delayed options data · по состоянию на 21:58 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 60.2% | +6.1pt | ±4.4% |
| Oct 30, 2026 | 10 | 73.9% | +1.5pt | ±9.8% |
| Nov 06, 2026 | 17 | 64.5% | +3.0pt | ±11.1% |
| Nov 13, 2026 | 24 | 57.0% | +8.7pt | ±11.9% |
| Nov 20, 2026 | 31 | 57.2% | +6.3pt | ±13.3% |
| Nov 27, 2026 | 38 | 55.8% | -0.2pt | ±14.6% |
| Dec 18, 2026 | 59 | 48.9% | +2.9pt | ±15.9% |
| Jan 15, 2027 | 87 | 52.3% | +2.9pt | ±20.3% |
| Mar 19, 2027 | 150 | 50.4% | +2.1pt | ±25.9% |
| Jun 17, 2027 | 240 | 49.3% | +3.2pt | ±32.0% |
| Sep 17, 2027 | 332 | 48.9% | +6.2pt | ±36.5% |
| Dec 17, 2027 | 423 | 49.3% | +6.2pt | ±41.4% |
| Jan 21, 2028 | 458 | 52.6% | +6.9pt | ±45.6% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20