TCOM volatilité 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.36.4%
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.23.5%
HV6025.8%
Écart IV − HV20
+13.0pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
44
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.
29/60 jours enregistrés
Cboe delayed options data · au 09:44 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 36.4% | +1.8pt | ±8.5% |
| Dec 18, 2026 | 59 | 33.1% | +2.5pt | ±10.8% |
| Jan 15, 2027 | 87 | 33.6% | +2.2pt | ±13.3% |
| Mar 19, 2027 | 150 | 36.8% | +0.1pt | ±18.9% |
| Jun 17, 2027 | 240 | 37.8% | -1.1pt | ±24.6% |
| Jan 21, 2028 | 458 | 37.1% | -5.6pt | ±33.1% |
Smile de volatilité — Nov 20, 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