ROKU volatilidade Roku, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.18.3%
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.9.0%
HV6013.9%
Spread IV − HV20
+9.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
4
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 12:42 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 21.7% | +5.9pt | ±1.8% |
| Oct 30, 2026 | 10 | 18.3% | +5.0pt | ±2.6% |
| Nov 06, 2026 | 17 | 22.8% | -1.9pt | ±4.1% |
| Nov 13, 2026 | 24 | 21.6% | -3.1pt | ±4.6% |
| Nov 20, 2026 | 31 | 17.8% | -0.3pt | ±4.3% |
| Nov 27, 2026 | 38 | 21.0% | +5.5pt | ±5.5% |
| Dec 18, 2026 | 59 | 19.0% | +4.2pt | ±6.2% |
| Jan 15, 2027 | 87 | 18.1% | +3.6pt | ±7.2% |
| Mar 19, 2027 | 150 | 18.6% | +3.1pt | ±9.6% |
| Apr 16, 2027 | 178 | 18.1% | +4.0pt | ±10.2% |
| Jun 17, 2027 | 240 | 18.4% | +4.4pt | ±12.0% |
| Sep 17, 2027 | 332 | 17.6% | +1.9pt | ±13.5% |
| Dec 17, 2027 | 423 | 17.9% | +1.6pt | ±15.4% |
| Jan 21, 2028 | 458 | 18.0% | +2.6pt | ±16.1% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20