TOST volatilitas 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.56.1%
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.41.0%
HV6037.8%
Selisih IV − HV20
+15.0pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
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 22:03 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 50.0% | -3.5pt | ±3.6% |
| Oct 30, 2026 | 10 | 45.2% | +5.5pt | ±6.0% |
| Nov 06, 2026 | 17 | 67.6% | +1.4pt | ±11.6% |
| Nov 13, 2026 | 24 | 58.6% | +5.9pt | ±12.1% |
| Nov 20, 2026 | 31 | 55.7% | +5.0pt | ±12.9% |
| Nov 27, 2026 | 38 | 53.0% | +0.1pt | ±13.7% |
| Dec 18, 2026 | 59 | 50.0% | +2.8pt | ±16.1% |
| Jan 15, 2027 | 87 | 48.0% | +4.3pt | ±18.5% |
| Mar 19, 2027 | 150 | 48.2% | +5.5pt | ±24.6% |
| May 21, 2027 | 213 | 47.9% | +6.0pt | ±29.0% |
| Jun 17, 2027 | 240 | 48.4% | — | ±31.0% |
| Jan 21, 2028 | 458 | 47.7% | +4.6pt | ±41.7% |
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