W volatilité 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.74.9%
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.49.0%
HV6076.2%
Écart IV − HV20
+25.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 jours enregistrés
Cboe delayed options data · au 18:45 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 65.3% | +13.3pt | ±5.6% |
| Oct 30, 2026 | 11 | 63.1% | +10.1pt | ±8.8% |
| Nov 06, 2026 | 18 | 88.0% | +6.8pt | ±15.7% |
| Nov 13, 2026 | 25 | 80.0% | +8.7pt | ±16.8% |
| Nov 20, 2026 | 32 | 73.2% | +4.3pt | ±17.3% |
| Nov 27, 2026 | 39 | 72.1% | +8.2pt | ±18.8% |
| Dec 18, 2026 | 60 | 66.2% | +5.2pt | ±21.6% |
| Jan 15, 2027 | 88 | 61.0% | +3.3pt | ±24.1% |
| Feb 19, 2027 | 123 | 62.3% | +7.7pt | ±28.9% |
| Mar 19, 2027 | 151 | 63.6% | +4.0pt | ±32.6% |
| May 21, 2027 | 214 | 63.5% | — | ±38.4% |
| Jun 17, 2027 | 241 | 62.8% | — | ±40.3% |
| Aug 20, 2027 | 305 | 63.9% | — | ±45.8% |
| Dec 17, 2027 | 424 | 63.0% | — | ±52.8% |
| Jan 21, 2028 | 459 | 63.1% | — | ±54.8% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20