TCOM volatilidad 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.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.29.6%
HV6040.6%
Diferencial IV − HV20
+8.9pt
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.
4/60 días registrados
Cboe delayed options data · a fecha de 21:54 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 18, 2026 | 15 | 50.7% | -2.5pt | ±11.3% |
| Oct 16, 2026 | 43 | 34.0% | +1.9pt | ±12.3% |
| Dec 18, 2026 | 106 | 35.8% | -1.6pt | ±17.4% |
| Jan 15, 2027 | 134 | 36.9% | -2.2pt | ±18.7% |
| Mar 19, 2027 | 197 | 36.6% | -12.4pt | ±23.1% |
| Jun 17, 2027 | 287 | 37.5% | +0.0pt | ±27.9% |
| Jan 21, 2028 | 505 | 36.3% | -5.5pt | ±35.1% |
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