WBD волатильность 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.36.2%
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%
Спред IV − HV20
+21.7pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
58
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 18:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 27.4% | -8.4pt | ±1.3% |
| Sep 11, 2026 | 8 | 29.1% | -1.1pt | ±3.5% |
| Sep 18, 2026 | 15 | 38.7% | +47.7pt | ±6.4% |
| Sep 25, 2026 | 22 | 33.9% | +24.5pt | ±6.9% |
| Oct 02, 2026 | 29 | 36.5% | +39.2pt | ±8.5% |
| Oct 09, 2026 | 36 | 34.6% | +20.9pt | ±8.9% |
| Oct 16, 2026 | 43 | 23.6% | +11.6pt | ±6.9% |
| Oct 23, 2026 | 50 | 41.5% | +14.9pt | ±12.5% |
| Nov 20, 2026 | 78 | 22.1% | +14.8pt | ±8.7% |
| Dec 18, 2026 | 106 | 19.4% | +10.0pt | ±8.8% |
| Jan 15, 2027 | 134 | 20.3% | +10.3pt | ±10.0% |
| Feb 19, 2027 | 169 | 19.7% | +12.3pt | ±10.7% |
| Mar 19, 2027 | 197 | 22.3% | +15.3pt | ±13.1% |
| Apr 16, 2027 | 225 | 21.8% | +20.6pt | ±13.6% |
| May 21, 2027 | 260 | 22.8% | +21.7pt | ±15.4% |
| Jun 17, 2027 | 287 | 30.9% | +20.4pt | ±21.5% |
Улыбка волатильности — Oct 16, 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