SHAK volatiliteit 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.42.3%
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.35.9%
HV6048.9%
IV − HV20 spreiding
+6.4pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
69
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dagen vastgelegd
Cboe delayed options data · per 06:38 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 55.6% | -3.9pt | ±3.3% |
| Sep 11, 2026 | 8 | 33.8% | -20.7pt | ±4.3% |
| Sep 18, 2026 | 15 | 40.3% | +2.2pt | ±6.8% |
| Sep 25, 2026 | 22 | 37.0% | -4.6pt | ±7.5% |
| Oct 02, 2026 | 29 | 41.4% | +1.3pt | ±9.5% |
| Oct 09, 2026 | 36 | 46.5% | +2.2pt | ±11.9% |
| Oct 16, 2026 | 43 | 43.5% | -0.8pt | ±12.4% |
| Nov 20, 2026 | 78 | 49.0% | +5.0pt | ±18.6% |
| Dec 18, 2026 | 106 | 49.2% | +5.5pt | ±21.6% |
| Jan 15, 2027 | 134 | 49.2% | +4.2pt | ±24.3% |
| Mar 19, 2027 | 197 | 51.4% | +1.5pt | ±30.7% |
| Jun 17, 2027 | 287 | 52.8% | +4.1pt | ±37.9% |
| Sep 17, 2027 | 379 | 52.0% | +3.6pt | ±42.6% |
| Jan 21, 2028 | 505 | 53.9% | +6.3pt | ±50.5% |
Volatiliteitsglimlach — Sep 18, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20