PDD volatilitas 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.29.3%
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.31.9%
HV6033.5%
Selisih IV − HV20
-2.7pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
41
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 hari yang direkam
Cboe delayed options data · per 06:36 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 30.8% | -5.7pt | ±1.4% |
| Sep 11, 2026 | 7 | 27.4% | -2.3pt | ±3.3% |
| Sep 18, 2026 | 14 | 27.4% | -2.4pt | ±4.5% |
| Sep 25, 2026 | 21 | 30.8% | -3.7pt | ±6.1% |
| Oct 02, 2026 | 28 | 28.3% | -1.1pt | ±6.4% |
| Oct 09, 2026 | 35 | 31.1% | -1.6pt | ±7.8% |
| Oct 16, 2026 | 42 | 29.8% | +0.6pt | ±8.4% |
| Oct 23, 2026 | 49 | 30.2% | -1.3pt | ±9.0% |
| Nov 20, 2026 | 77 | 32.8% | -1.0pt | ±12.2% |
| Dec 18, 2026 | 105 | 35.2% | +1.1pt | ±15.2% |
| Jan 15, 2027 | 133 | 34.6% | +0.3pt | ±16.8% |
| Mar 19, 2027 | 196 | 34.8% | +0.1pt | ±20.4% |
| Apr 16, 2027 | 224 | 35.8% | +0.5pt | ±22.4% |
| Jun 17, 2027 | 286 | 36.4% | -1.6pt | ±25.7% |
| Sep 17, 2027 | 378 | 37.6% | +1.8pt | ±30.4% |
| Jan 21, 2028 | 504 | 39.5% | +1.0pt | ±36.7% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20