W volatilidad 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%
Diferencial IV − HV20
+9.8pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
84
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 09:39 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| 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% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20