YUM volatilidade Yum! Brands, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.28.3%
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.18.4%
HV6029.3%
Spread IV − HV20
+9.8pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
23
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.
29/60 dias registrados
Cboe delayed options data · em 09:47 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 28.3% | +1.7pt | ±6.7% |
| Dec 18, 2026 | 59 | 26.1% | +2.3pt | ±8.5% |
| Jan 15, 2027 | 87 | 24.9% | +1.3pt | ±9.8% |
| Mar 19, 2027 | 150 | 26.3% | +3.6pt | ±13.4% |
| Apr 16, 2027 | 178 | 26.4% | +3.7pt | ±14.7% |
| Jun 17, 2027 | 240 | 26.4% | +5.3pt | ±17.0% |
| Sep 17, 2027 | 332 | 26.3% | +6.0pt | ±19.8% |
| Jan 21, 2028 | 458 | 25.1% | +4.4pt | ±22.0% |
Sorriso de volatilidade — Nov 20, 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