WBD Volatilität Warner Bros. Discovery, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.36.9%
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.13.8%
HV6020.1%
IV − HV20-Spread
+23.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
59
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 21:55 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 | 33.8% | -6.0pt | ±1.5% |
| Sep 11, 2026 | 8 | 29.3% | -1.5pt | ±3.5% |
| Sep 18, 2026 | 15 | 42.1% | +37.3pt | ±6.9% |
| Sep 25, 2026 | 22 | 36.3% | +25.4pt | ±7.3% |
| Oct 02, 2026 | 29 | 36.0% | +40.1pt | ±8.4% |
| Oct 09, 2026 | 36 | 40.8% | +14.0pt | ±10.4% |
| Oct 16, 2026 | 43 | 24.0% | +10.3pt | ±6.9% |
| Oct 23, 2026 | 50 | 38.6% | +14.9pt | ±11.6% |
| Nov 20, 2026 | 78 | 19.4% | +15.8pt | ±7.0% |
| Dec 18, 2026 | 106 | 20.0% | +10.8pt | ±8.9% |
| Jan 15, 2027 | 134 | 20.8% | +9.8pt | ±10.2% |
| Feb 19, 2027 | 169 | 19.5% | +11.5pt | ±10.6% |
| Mar 19, 2027 | 197 | 22.5% | +16.6pt | ±12.8% |
| Apr 16, 2027 | 225 | 22.5% | +20.7pt | ±14.0% |
| May 21, 2027 | 260 | 23.3% | +22.2pt | ±15.7% |
| Jun 17, 2027 | 287 | 31.7% | +18.6pt | ±21.8% |
Volatility Smile — Oct 16, 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