W Volatilität Wayfair Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.52.7%
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.43.0%
HV6084.5%
IV − HV20-Spread
+9.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
84
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:39 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 | 1 | 60.9% | +3.3pt | ±4.3% |
| Sep 11, 2026 | 8 | 53.0% | +3.8pt | ±7.0% |
| Sep 18, 2026 | 15 | 54.2% | +4.2pt | ±9.3% |
| Sep 25, 2026 | 22 | 53.5% | +5.9pt | ±11.0% |
| Oct 02, 2026 | 29 | 52.7% | +4.7pt | ±12.3% |
| Oct 09, 2026 | 36 | 52.7% | -0.2pt | ±13.6% |
| Oct 16, 2026 | 43 | 54.8% | +2.6pt | ±15.4% |
| Nov 20, 2026 | 78 | 61.4% | +2.7pt | ±23.0% |
| Dec 18, 2026 | 106 | 58.4% | +5.6pt | ±25.3% |
| Jan 15, 2027 | 134 | 56.7% | +2.4pt | ±27.6% |
| Feb 19, 2027 | 169 | 58.4% | +1.5pt | ±31.8% |
| Mar 19, 2027 | 197 | 60.0% | +3.6pt | ±35.1% |
| Jun 17, 2027 | 287 | 60.6% | +2.5pt | ±42.5% |
| Aug 20, 2027 | 351 | 59.5% | +3.1pt | ±46.0% |
| Dec 17, 2027 | 470 | 60.3% | — | ±53.5% |
| Jan 21, 2028 | 505 | 60.0% | — | ±54.9% |
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