SHOP волатильность Shopify Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.45.2%
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.43.5%
HV6059.2%
Спред IV − HV20
+1.6pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
75
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 21:53 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 52.8% | +8.0pt | ±2.2% |
| Sep 11, 2026 | 8 | 45.7% | +1.4pt | ±5.4% |
| Sep 18, 2026 | 15 | 45.4% | +5.2pt | ±7.4% |
| Sep 25, 2026 | 22 | 45.9% | +1.6pt | ±9.0% |
| Oct 02, 2026 | 29 | 44.9% | +3.9pt | ±10.1% |
| Oct 09, 2026 | 36 | 46.4% | +3.4pt | ±11.7% |
| Oct 16, 2026 | 43 | 45.3% | +3.8pt | ±12.4% |
| Oct 23, 2026 | 50 | 45.8% | — | ±13.6% |
| Nov 20, 2026 | 78 | 54.3% | +4.0pt | ±20.0% |
| Dec 18, 2026 | 106 | 52.8% | +0.5pt | ±22.6% |
| Jan 15, 2027 | 134 | 50.7% | +0.9pt | ±24.4% |
| Mar 19, 2027 | 197 | 52.6% | +1.3pt | ±30.6% |
| Apr 16, 2027 | 225 | 52.7% | +2.7pt | ±32.6% |
| Jun 17, 2027 | 287 | 53.6% | +1.5pt | ±37.3% |
| Sep 17, 2027 | 379 | 54.6% | — | ±43.4% |
| Dec 17, 2027 | 470 | 55.3% | — | ±48.8% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20