TTD волатильность The Trade Desk, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.54.4%
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.101.8%
HV6069.9%
Спред IV − HV20
-47.4pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
86
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 03:38 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 | 2 | 68.3% | +2.1pt | ±4.1% |
| Sep 11, 2026 | 9 | 50.1% | -1.6pt | ±6.3% |
| Sep 18, 2026 | 16 | 53.6% | -0.3pt | ±8.8% |
| Sep 25, 2026 | 23 | 53.8% | -1.0pt | ±10.8% |
| Oct 02, 2026 | 30 | 54.4% | -0.8pt | ±12.5% |
| Oct 09, 2026 | 37 | 75.5% | +0.4pt | ±19.2% |
| Oct 16, 2026 | 44 | 56.7% | +2.7pt | ±16.1% |
| Nov 20, 2026 | 79 | 70.9% | -2.6pt | ±26.7% |
| Dec 18, 2026 | 107 | 67.1% | +0.6pt | ±29.4% |
| Jan 15, 2027 | 135 | 69.5% | -0.2pt | ±34.0% |
| Mar 19, 2027 | 198 | 69.3% | +0.5pt | ±40.8% |
| Apr 16, 2027 | 226 | 68.5% | -0.2pt | ±43.0% |
| Jun 17, 2027 | 288 | 68.9% | +0.4pt | ±48.6% |
| Sep 17, 2027 | 380 | 74.5% | — | ±59.7% |
| Jan 21, 2028 | 506 | 68.6% | -0.5pt | ±62.9% |
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