PDD volatilidad PDD Holdings Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.30.9%
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.32.0%
HV6033.5%
Diferencial IV − HV20
-1.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
44
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 15:36 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 40.3% | -5.7pt | ±1.9% |
| Sep 11, 2026 | 8 | 27.4% | +0.1pt | ±3.3% |
| Sep 18, 2026 | 15 | 30.2% | -0.1pt | ±5.0% |
| Sep 25, 2026 | 22 | 28.9% | -2.7pt | ±5.7% |
| Oct 02, 2026 | 29 | 31.1% | -0.5pt | ±7.1% |
| Oct 09, 2026 | 36 | 30.3% | -3.5pt | ±7.7% |
| Oct 16, 2026 | 43 | 30.1% | +0.9pt | ±8.4% |
| Oct 23, 2026 | 50 | 31.5% | -0.5pt | ±9.4% |
| Nov 20, 2026 | 78 | 33.2% | +1.1pt | ±12.4% |
| Dec 18, 2026 | 106 | 34.7% | +1.1pt | ±15.0% |
| Jan 15, 2027 | 134 | 34.2% | +2.0pt | ±16.7% |
| Mar 19, 2027 | 197 | 35.9% | +1.5pt | ±21.2% |
| Apr 16, 2027 | 225 | 36.5% | +1.6pt | ±22.9% |
| Jun 17, 2027 | 287 | 37.6% | +0.9pt | ±26.7% |
| Sep 17, 2027 | 379 | 37.9% | +0.6pt | ±30.8% |
| Jan 21, 2028 | 505 | 39.2% | +0.8pt | ±36.6% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20