RDDT volatilitas Reddit, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.56.2%
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.79.1%
HV6089.4%
Selisih IV − HV20
-22.9pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 15:38 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 | 1 | 62.6% | -3.9pt | ±2.9% |
| Sep 11, 2026 | 8 | 52.4% | -1.4pt | ±6.3% |
| Sep 18, 2026 | 15 | 55.0% | -0.5pt | ±9.0% |
| Sep 25, 2026 | 22 | 56.1% | -0.1pt | ±11.1% |
| Oct 02, 2026 | 29 | 56.3% | -0.3pt | ±12.9% |
| Oct 09, 2026 | 36 | 55.7% | -0.0pt | ±14.0% |
| Oct 16, 2026 | 43 | 57.4% | -0.4pt | ±15.7% |
| Oct 23, 2026 | 50 | 57.0% | -0.9pt | ±16.8% |
| Nov 20, 2026 | 78 | 64.6% | +1.3pt | ±23.7% |
| Dec 18, 2026 | 106 | 61.9% | +1.4pt | ±26.4% |
| Jan 15, 2027 | 134 | 62.0% | +0.6pt | ±29.7% |
| Mar 19, 2027 | 197 | 64.3% | +0.9pt | ±37.1% |
| Apr 16, 2027 | 225 | 63.6% | — | ±39.2% |
| Jun 17, 2027 | 287 | 65.4% | +1.4pt | ±45.2% |
| Sep 17, 2027 | 379 | 64.6% | — | ±50.9% |
| Jan 21, 2028 | 505 | 65.0% | +2.6pt | ±58.7% |
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