TTD 波动率 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.84.2%
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.47.5%
HV6070.5%
IV − HV20价差
+36.7pt
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).
96
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.
29/60 已记录天数
Cboe delayed options data · 截至 18:45 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 61.2% | -0.1pt | ±4.6% |
| Oct 30, 2026 | 10 | 54.1% | +0.5pt | ±7.2% |
| Nov 06, 2026 | 17 | 79.0% | +4.2pt | ±13.6% |
| Nov 13, 2026 | 24 | 90.2% | +0.3pt | ±18.4% |
| Nov 20, 2026 | 31 | 83.4% | -0.1pt | ±19.3% |
| Nov 27, 2026 | 38 | 80.2% | +1.0pt | ±20.5% |
| Dec 18, 2026 | 59 | 72.1% | +1.4pt | ±23.0% |
| Jan 15, 2027 | 87 | 67.8% | -2.7pt | ±26.2% |
| Mar 19, 2027 | 150 | 70.5% | -0.2pt | ±35.5% |
| Apr 16, 2027 | 178 | 68.1% | -0.3pt | ±37.3% |
| Jun 17, 2027 | 240 | 70.3% | +1.5pt | ±44.4% |
| Sep 17, 2027 | 332 | 67.5% | -1.9pt | ±49.8% |
| Jan 21, 2028 | 458 | 68.1% | +0.8pt | ±58.4% |
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