SPOT volatilité 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.38.6%
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%
Écart IV − HV20
-4.4pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
63
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.
3/60 jours enregistrés
Cboe delayed options data · au 09:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 49.2% | +7.6pt | ±3.1% |
| Sep 11, 2026 | 8 | 38.8% | +6.5pt | ±4.9% |
| Sep 18, 2026 | 15 | 38.9% | +6.6pt | ±6.6% |
| Sep 25, 2026 | 22 | 38.9% | +9.2pt | ±7.9% |
| Oct 02, 2026 | 29 | 38.8% | +7.8pt | ±8.9% |
| Oct 09, 2026 | 36 | 37.7% | +6.4pt | ±9.6% |
| Oct 16, 2026 | 43 | 39.1% | +2.7pt | ±10.9% |
| Dec 18, 2026 | 106 | 43.6% | +4.7pt | ±18.8% |
| Jan 15, 2027 | 134 | 43.1% | +4.9pt | ±20.8% |
| Mar 19, 2027 | 197 | 44.2% | +4.4pt | ±25.8% |
| Apr 16, 2027 | 225 | 43.9% | +4.2pt | ±27.3% |
| Jun 17, 2027 | 287 | 45.0% | +4.4pt | ±31.6% |
| Sep 17, 2027 | 379 | 45.9% | — | ±36.8% |
| Dec 17, 2027 | 470 | 46.7% | +4.4pt | ±41.5% |
| Jan 21, 2028 | 505 | 46.7% | +4.4pt | ±42.9% |
Smile de volatilité — Sep 18, 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