PYPL ボラティリティ PayPal 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.43.2%
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.24.3%
HV6039.1%
IV − HV20スプレッド
+18.9pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
60
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 日分記録済み
Cboe delayed options data · 基準日時: 12:42 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 32.8% | +0.8pt | ±2.8% |
| Oct 30, 2026 | 10 | 59.8% | +0.6pt | ±8.3% |
| Nov 06, 2026 | 17 | 51.1% | +5.5pt | ±9.1% |
| Nov 13, 2026 | 24 | 45.6% | +11.1pt | ±9.6% |
| Nov 20, 2026 | 31 | 42.9% | +6.3pt | ±10.2% |
| Nov 27, 2026 | 38 | 41.6% | +9.9pt | ±10.9% |
| Dec 18, 2026 | 59 | 39.6% | +4.8pt | ±13.0% |
| Jan 15, 2027 | 87 | 35.4% | +3.6pt | ±14.0% |
| Mar 19, 2027 | 150 | 33.4% | +2.1pt | ±17.2% |
| Apr 16, 2027 | 178 | 32.0% | +3.9pt | ±17.9% |
| Jun 17, 2027 | 240 | 32.7% | +3.7pt | ±21.2% |
| Sep 17, 2027 | 332 | 35.0% | +6.5pt | ±26.4% |
| Dec 17, 2027 | 423 | 32.8% | +4.7pt | ±27.9% |
| Jan 21, 2028 | 458 | 32.3% | +4.0pt | ±28.6% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側(左側が高い)への傾きがスキューです:下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20