TOST volatilité Toast, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.58.2%
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.39.3%
HV6039.0%
Écart IV − HV20
+18.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
79
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.
28/60 jours enregistrés
Cboe delayed options data · au Oct 19, 22:04 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 47.3% | -3.2pt | ±3.9% |
| Oct 30, 2026 | 11 | 45.1% | -1.6pt | ±6.2% |
| Nov 06, 2026 | 18 | 70.1% | +11.6pt | ±12.4% |
| Nov 13, 2026 | 25 | 61.7% | +4.6pt | ±13.0% |
| Nov 20, 2026 | 32 | 57.1% | +3.2pt | ±13.4% |
| Nov 27, 2026 | 39 | 54.1% | +6.8pt | ±14.2% |
| Dec 18, 2026 | 60 | 51.4% | +3.4pt | ±16.7% |
| Jan 15, 2027 | 88 | 46.6% | +3.1pt | ±18.4% |
| Mar 19, 2027 | 151 | 48.6% | +5.4pt | ±25.0% |
| May 21, 2027 | 214 | 49.0% | +4.9pt | ±29.9% |
| Jun 17, 2027 | 241 | 49.2% | — | ±31.8% |
| Jan 21, 2028 | 459 | 49.3% | +5.7pt | ±44.1% |
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