TCOM volatility Trip.com Group Limited
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.36.5%
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.23.2%
HV6025.9%
IV − HV20 spread
+13.2pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
43
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 18:44 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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. | Implied move |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 36.5% | +5.5pt | ±8.7% |
| Dec 18, 2026 | 60 | 34.6% | +2.4pt | ±11.3% |
| Jan 15, 2027 | 88 | 33.1% | +0.8pt | ±13.1% |
| Mar 19, 2027 | 151 | 37.0% | +1.1pt | ±19.1% |
| Jun 17, 2027 | 241 | 36.9% | +1.6pt | ±24.0% |
| Jan 21, 2028 | 459 | 36.8% | +0.5pt | ±32.7% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20