WBD volatilidad 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.35.7%
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.14.5%
HV6020.1%
Diferencial IV − HV20
+21.3pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
58
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 15:39 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 | 23.9% | -11.8pt | ±1.2% |
| Sep 11, 2026 | 8 | 42.6% | -4.2pt | ±5.2% |
| Sep 18, 2026 | 15 | 40.3% | +50.7pt | ±6.7% |
| Sep 25, 2026 | 22 | 37.7% | +21.6pt | ±7.7% |
| Oct 02, 2026 | 29 | 35.0% | +20.0pt | ±8.2% |
| Oct 09, 2026 | 36 | 38.9% | +19.7pt | ±10.0% |
| Oct 16, 2026 | 43 | 23.5% | +12.3pt | ±6.9% |
| Oct 23, 2026 | 50 | 38.0% | +16.0pt | ±11.5% |
| Nov 20, 2026 | 78 | 20.5% | +9.5pt | ±8.0% |
| Dec 18, 2026 | 106 | 20.6% | +10.1pt | ±9.2% |
| Jan 15, 2027 | 134 | 20.1% | +10.7pt | ±9.9% |
| Feb 19, 2027 | 169 | 19.7% | +12.7pt | ±10.7% |
| Mar 19, 2027 | 197 | 22.4% | +14.6pt | ±13.1% |
| Apr 16, 2027 | 225 | 21.4% | +20.7pt | ±13.4% |
| May 21, 2027 | 260 | 22.9% | +21.2pt | ±15.3% |
| Jun 17, 2027 | 287 | 26.8% | +20.1pt | ±18.8% |
Sonrisa de volatilidad — Oct 16, 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