WBD volatilidade 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.34.4%
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%
Spread IV − HV20
+20.0pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
54
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 03:39 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 27.0% | -3.6pt | ±1.7% |
| Sep 11, 2026 | 9 | 38.5% | -47.5pt | ±4.6% |
| Sep 18, 2026 | 16 | 47.1% | -39.1pt | ±7.9% |
| Sep 25, 2026 | 23 | 36.4% | +37.6pt | ±7.6% |
| Oct 02, 2026 | 30 | 34.4% | +32.0pt | ±8.2% |
| Oct 09, 2026 | 37 | 29.4% | +18.4pt | ±7.8% |
| Oct 16, 2026 | 44 | 25.3% | +10.4pt | ±7.5% |
| Nov 20, 2026 | 79 | 22.4% | +12.3pt | ±8.7% |
| Dec 18, 2026 | 107 | 25.8% | +8.9pt | ±11.3% |
| Jan 15, 2027 | 135 | 21.5% | +12.4pt | ±10.6% |
| Feb 19, 2027 | 170 | 21.6% | +11.3pt | ±11.7% |
| Mar 19, 2027 | 198 | 24.9% | +17.9pt | ±14.6% |
| Apr 16, 2027 | 226 | 24.1% | +17.9pt | ±15.0% |
| May 21, 2027 | 261 | 23.4% | +21.5pt | ±15.8% |
| Jun 17, 2027 | 288 | 29.8% | +11.6pt | ±20.8% |
| Jul 16, 2027 | 317 | 31.4% | +12.9pt | ±22.2% |
Sorriso de volatilidade — Oct 16, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20