SHAK volatility Shake Shack Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.66.4%
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.37.1%
HV6050.7%
IV − HV20 spread
+29.3pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
86
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 12:40 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 46.4% | +1.7pt | ±5.1% |
| Oct 30, 2026 | 11 | 48.7% | -7.2pt | ±7.6% |
| Nov 06, 2026 | 18 | 78.5% | -1.0pt | ±15.1% |
| Nov 13, 2026 | 25 | 66.2% | +4.4pt | ±14.6% |
| Nov 20, 2026 | 32 | 66.5% | +1.2pt | ±16.4% |
| Nov 27, 2026 | 39 | 60.0% | +5.8pt | ±16.2% |
| Dec 18, 2026 | 60 | 56.7% | +4.5pt | ±18.8% |
| Jan 15, 2027 | 88 | 53.9% | +5.0pt | ±21.4% |
| Mar 19, 2027 | 151 | 53.7% | +6.2pt | ±27.7% |
| Jun 17, 2027 | 241 | 54.7% | +2.3pt | ±35.4% |
| Sep 17, 2027 | 333 | 54.5% | +2.3pt | ±41.2% |
| Jan 21, 2028 | 459 | 52.8% | +2.2pt | ±46.4% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20