TCOM volatilitas 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.23.5%
HV6025.8%
Selisih IV − HV20
+13.0pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
43
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 15:44 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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 | 31 | 36.5% | +1.6pt | ±8.6% |
| Dec 18, 2026 | 59 | 34.5% | +2.6pt | ±11.1% |
| Jan 15, 2027 | 87 | 33.4% | +0.1pt | ±13.0% |
| Mar 19, 2027 | 150 | 34.8% | +0.1pt | ±17.7% |
| Jun 17, 2027 | 240 | 32.9% | -0.0pt | ±21.1% |
| Jan 21, 2028 | 458 | 35.8% | +0.1pt | ±31.5% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20