SPOT volatilidad Spotify Technology S.A.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.38.8%
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.43.1%
HV6038.0%
Diferencial IV − HV20
-4.2pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
63
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 00:38 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 49.2% | +7.6pt | ±3.1% |
| Sep 11, 2026 | 9 | 38.8% | +6.5pt | ±4.9% |
| Sep 18, 2026 | 16 | 38.9% | +6.6pt | ±6.6% |
| Sep 25, 2026 | 23 | 38.9% | +9.2pt | ±7.9% |
| Oct 02, 2026 | 30 | 38.8% | +7.8pt | ±8.9% |
| Oct 09, 2026 | 37 | 37.7% | +6.4pt | ±9.6% |
| Oct 16, 2026 | 44 | 39.1% | +2.7pt | ±10.9% |
| Dec 18, 2026 | 107 | 43.6% | +4.7pt | ±18.8% |
| Jan 15, 2027 | 135 | 43.1% | +4.9pt | ±20.8% |
| Mar 19, 2027 | 198 | 44.2% | +4.4pt | ±25.8% |
| Apr 16, 2027 | 226 | 43.9% | +4.2pt | ±27.3% |
| Jun 17, 2027 | 288 | 45.0% | +4.4pt | ±31.6% |
| Sep 17, 2027 | 380 | 45.9% | — | ±36.8% |
| Dec 17, 2027 | 471 | 46.7% | +4.4pt | ±41.5% |
| Jan 21, 2028 | 506 | 46.7% | +4.4pt | ±42.9% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20