SHAK volatilité 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.66.1%
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.36.4%
HV6050.8%
Écart IV − HV20
+29.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
86
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 00:43 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 48.9% | -2.6pt | ±4.1% |
| Oct 30, 2026 | 11 | 48.6% | +12.3pt | ±6.8% |
| Nov 06, 2026 | 18 | 80.4% | +4.3pt | ±14.3% |
| Nov 13, 2026 | 25 | 70.9% | +6.7pt | ±14.8% |
| Nov 20, 2026 | 32 | 64.5% | +2.0pt | ±15.2% |
| Nov 27, 2026 | 39 | 61.7% | +2.4pt | ±16.1% |
| Dec 18, 2026 | 60 | 59.1% | +1.2pt | ±19.0% |
| Jan 15, 2027 | 88 | 53.1% | +1.8pt | ±20.7% |
| Mar 19, 2027 | 151 | 53.5% | +2.9pt | ±27.1% |
| Jun 17, 2027 | 241 | 55.3% | +4.5pt | ±35.1% |
| Sep 17, 2027 | 333 | 53.8% | +2.5pt | ±39.8% |
| Jan 21, 2028 | 459 | 53.8% | +5.3pt | ±46.4% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20