TCOM 波动率 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.37.5%
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.23.2%
HV6025.9%
IV − HV20价差
+14.2pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
45
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 已记录天数
Cboe delayed options data · 截至 15:44 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 37.5% | +3.8pt | ±9.0% |
| Dec 18, 2026 | 60 | 34.4% | +3.1pt | ±11.3% |
| Jan 15, 2027 | 88 | 33.6% | +1.0pt | ±13.3% |
| Mar 19, 2027 | 151 | 37.1% | +1.9pt | ±19.1% |
| Jun 17, 2027 | 241 | 36.8% | +1.6pt | ±24.0% |
| Jan 21, 2028 | 459 | 37.3% | +1.1pt | ±33.1% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20