W волатильность 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.77.0%
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.50.6%
HV6076.6%
Спред IV − HV20
+26.4pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
91
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 22:05 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 59.1% | +1.5pt | ±5.0% |
| Oct 30, 2026 | 11 | 59.4% | +3.5pt | ±8.3% |
| Nov 06, 2026 | 18 | 88.8% | +4.0pt | ±15.8% |
| Nov 13, 2026 | 25 | 82.8% | +4.5pt | ±17.3% |
| Nov 20, 2026 | 32 | 75.0% | +1.8pt | ±17.7% |
| Nov 27, 2026 | 39 | 72.8% | +3.8pt | ±19.0% |
| Dec 18, 2026 | 60 | 66.6% | +1.6pt | ±21.4% |
| Jan 15, 2027 | 88 | 61.7% | +2.0pt | ±24.0% |
| Feb 19, 2027 | 123 | 63.0% | +5.6pt | ±28.8% |
| Mar 19, 2027 | 151 | 62.1% | +2.1pt | ±31.4% |
| May 21, 2027 | 214 | 63.9% | — | ±38.3% |
| Jun 17, 2027 | 241 | 63.4% | — | ±40.2% |
| Aug 20, 2027 | 305 | 64.0% | — | ±45.4% |
| Dec 17, 2027 | 424 | 63.5% | — | ±52.6% |
| Jan 21, 2028 | 459 | 62.7% | — | ±53.9% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20