TOST волатильность 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.42.3%
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.35.2%
HV6038.6%
Спред IV − HV20
+7.1pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
68
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 06:38 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 51.6% | +11.1pt | ±3.3% |
| Sep 11, 2026 | 8 | 43.8% | +2.9pt | ±5.6% |
| Sep 18, 2026 | 15 | 40.2% | +1.1pt | ±6.8% |
| Sep 25, 2026 | 22 | 42.1% | +1.7pt | ±8.6% |
| Oct 02, 2026 | 29 | 42.4% | +1.5pt | ±9.8% |
| Oct 09, 2026 | 36 | 41.5% | +5.6pt | ±10.6% |
| Oct 16, 2026 | 43 | 43.1% | +1.4pt | ±12.0% |
| Nov 20, 2026 | 78 | 48.9% | +2.1pt | ±18.2% |
| Dec 18, 2026 | 106 | 49.9% | +3.7pt | ±21.5% |
| Jan 15, 2027 | 134 | 48.0% | +3.5pt | ±23.7% |
| Mar 19, 2027 | 197 | 49.2% | +3.6pt | ±28.7% |
| May 21, 2027 | 260 | 49.9% | +3.9pt | ±33.2% |
| Jan 21, 2028 | 505 | 49.5% | — | ±45.1% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20