SE Volatilität Sea Limited
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.41.8%
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.65.7%
HV6051.7%
IV − HV20-Spread
-24.0pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
69
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 12:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 41.6% | +7.6pt | ±2.5% |
| Sep 11, 2026 | 8 | 39.2% | +1.8pt | ±5.0% |
| Sep 18, 2026 | 15 | 42.8% | -2.2pt | ±7.2% |
| Sep 25, 2026 | 22 | 40.9% | +5.1pt | ±8.3% |
| Oct 02, 2026 | 29 | 42.2% | -0.5pt | ±9.7% |
| Oct 09, 2026 | 36 | 39.6% | -1.4pt | ±10.2% |
| Oct 16, 2026 | 43 | 41.3% | -0.9pt | ±11.7% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 48.6% | +0.2pt | ±18.1% |
| Dec 18, 2026 | 106 | 47.0% | -1.8pt | ±20.4% |
| Jan 15, 2027 | 134 | 46.5% | +1.7pt | ±22.5% |
| Feb 19, 2027 | 169 | 46.1% | +1.7pt | ±25.0% |
| Mar 19, 2027 | 197 | 48.9% | +0.4pt | ±28.5% |
| Jun 17, 2027 | 287 | 50.2% | +1.6pt | ±35.4% |
| Sep 17, 2027 | 379 | 51.0% | — | ±40.7% |
| Jan 21, 2028 | 505 | 51.6% | +1.4pt | ±47.2% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20