TCOM volatiliteit 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.24.1%
HV6039.3%
IV − HV20 spreiding
+14.4pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
63
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dagen vastgelegd
Cboe delayed options data · per 18:38 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| 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% |
Volatiliteitsglimlach — Sep 18, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20