TCOM volatilite 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.33.3%
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.24.1%
HV6039.3%
IV − HV20 farkı
+9.2pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
52
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 kaydedilen gün
Cboe delayed options data · itibarıyla 00:38 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe 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 hareket |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | 40.1% | -2.5pt | ±7.2% |
| Oct 16, 2026 | 44 | 30.5% | +1.9pt | ±9.0% |
| Dec 18, 2026 | 107 | 32.6% | -1.6pt | ±14.4% |
| Jan 15, 2027 | 135 | 36.9% | -2.2pt | ±17.9% |
| Mar 19, 2027 | 198 | 35.7% | -12.4pt | ±21.3% |
| Jun 17, 2027 | 288 | 37.6% | +0.0pt | ±26.9% |
| Jan 21, 2028 | 506 | 36.8% | -5.5pt | ±34.5% |
Volatilite gülümsemesi — Sep 18, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20