UBER Volatilität Uber Technologies, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.35.2%
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.41.4%
HV6042.2%
IV − HV20-Spread
-6.2pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
56
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 58.5% | +6.9pt | ±2.7% |
| Sep 11, 2026 | 7 | 37.8% | -1.0pt | ±4.6% |
| Sep 18, 2026 | 14 | 36.0% | -0.6pt | ±5.9% |
| Sep 25, 2026 | 21 | 35.4% | +0.7pt | ±7.0% |
| Oct 02, 2026 | 28 | 34.5% | -0.8pt | ±7.8% |
| Oct 09, 2026 | 35 | 36.7% | +1.4pt | ±9.2% |
| Oct 16, 2026 | 42 | 34.8% | +1.6pt | ±9.7% |
| Oct 23, 2026 | 49 | 35.8% | -0.6pt | ±10.6% |
| Nov 20, 2026 | 77 | 39.3% | +0.8pt | ±14.6% |
| Dec 18, 2026 | 105 | 39.0% | +0.8pt | ±16.8% |
| Jan 15, 2027 | 133 | 37.9% | +0.6pt | ±18.4% |
| Mar 19, 2027 | 196 | 39.7% | +0.8pt | ±23.2% |
| Jun 17, 2027 | 286 | 39.3% | -1.7pt | ±27.7% |
| Sep 17, 2027 | 378 | 40.1% | — | ±32.4% |
| Dec 17, 2027 | 469 | 41.0% | +1.4pt | ±36.8% |
| Jan 21, 2028 | 504 | 41.2% | -0.2pt | ±38.3% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20