WYNN volatilidad Wynn Resorts, Limited
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.31.3%
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.25.6%
HV6027.0%
Diferencial IV − HV20
+5.7pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
46
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 03:39 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 | 2 | 38.2% | -14.7pt | ±2.3% |
| Sep 11, 2026 | 9 | 23.7% | -8.6pt | ±3.0% |
| Sep 18, 2026 | 16 | 25.9% | +5.8pt | ±4.3% |
| Sep 25, 2026 | 23 | 25.9% | +1.4pt | ±5.2% |
| Oct 02, 2026 | 30 | 31.3% | -0.8pt | ±7.2% |
| Oct 09, 2026 | 37 | 33.7% | -1.2pt | ±8.6% |
| Oct 16, 2026 | 44 | 31.1% | +4.4pt | ±8.7% |
| Nov 20, 2026 | 79 | 37.1% | +1.8pt | ±13.8% |
| Dec 18, 2026 | 107 | 33.7% | +3.2pt | ±14.6% |
| Jan 15, 2027 | 135 | 33.0% | +1.7pt | ±16.0% |
| Feb 19, 2027 | 170 | 35.4% | +1.9pt | ±19.2% |
| Mar 19, 2027 | 198 | 34.8% | +2.3pt | ±20.3% |
| Jun 17, 2027 | 288 | 35.6% | +1.9pt | ±24.9% |
| Sep 17, 2027 | 380 | 36.5% | +1.3pt | ±29.2% |
| Jan 21, 2028 | 506 | 37.2% | +0.5pt | ±34.1% |
Sonrisa de volatilidad — Sep 18, 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