WBD 波动率 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%
IV − HV20价差
+21.3pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
57
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 已记录天数
Cboe delayed options data · 截至 15:39 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| 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% |
波动率微笑 — Oct 16, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20