COIN Volatilität Coinbase Global, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.61.6%
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.76.7%
HV6069.1%
IV − HV20-Spread
-15.0pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
91
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 00:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 70.7% | -3.3pt | ±4.2% |
| Sep 11, 2026 | 9 | 59.7% | -2.8pt | ±7.5% |
| Sep 18, 2026 | 16 | 63.4% | -3.8pt | ±10.5% |
| Sep 25, 2026 | 23 | 62.0% | -4.4pt | ±12.4% |
| Oct 02, 2026 | 30 | 61.6% | -3.2pt | ±14.1% |
| Oct 09, 2026 | 37 | 62.4% | -3.4pt | ±15.8% |
| Oct 16, 2026 | 44 | 62.8% | -3.5pt | ±17.6% |
| Nov 20, 2026 | 79 | 68.8% | -3.0pt | ±25.4% |
| Dec 18, 2026 | 107 | 68.0% | -2.7pt | ±29.2% |
| Jan 15, 2027 | 135 | 68.3% | -1.4pt | ±32.7% |
| Feb 19, 2027 | 170 | 68.9% | -1.2pt | ±37.1% |
| Mar 19, 2027 | 198 | 69.1% | -1.8pt | ±40.0% |
| Apr 16, 2027 | 226 | 68.5% | -1.4pt | ±42.3% |
| May 21, 2027 | 261 | 69.6% | -2.7pt | ±46.0% |
| Jun 17, 2027 | 288 | 69.4% | — | ±48.1% |
| Sep 17, 2027 | 380 | 69.6% | — | ±55.0% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20