RDDT 波动率 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.79.6%
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.47.2%
HV6078.6%
IV − HV20价差
+32.4pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
93
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 已记录天数
Cboe delayed options data · 截至 00:43 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜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. | 隐含涨跌幅 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 70.8% | +2.9pt | ±5.9% |
| Oct 30, 2026 | 11 | 105.1% | +1.9pt | ±14.6% |
| Nov 06, 2026 | 18 | 91.0% | -0.4pt | ±16.1% |
| Nov 13, 2026 | 25 | 83.5% | +2.4pt | ±17.4% |
| Nov 20, 2026 | 32 | 78.4% | -0.2pt | ±18.5% |
| Nov 27, 2026 | 39 | 76.1% | -1.1pt | ±19.8% |
| Dec 18, 2026 | 60 | 69.8% | +1.0pt | ±22.5% |
| Jan 15, 2027 | 88 | 66.5% | +1.1pt | ±25.9% |
| Feb 19, 2027 | 123 | 68.0% | -0.2pt | ±31.2% |
| Mar 19, 2027 | 151 | 66.9% | +2.7pt | ±34.1% |
| Apr 16, 2027 | 179 | 67.2% | — | ±37.0% |
| Jun 17, 2027 | 241 | 67.7% | +2.5pt | ±43.1% |
| Sep 17, 2027 | 333 | 67.1% | — | ±49.8% |
| Jan 21, 2028 | 459 | 65.8% | +1.9pt | ±56.8% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20