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.69.2%
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.48.3%
HV6075.9%
IV − HV20-Spread
+20.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 18:03 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 69.6% | -0.1pt | ±5.1% |
| Oct 30, 2026 | 10 | 80.2% | +1.5pt | ±10.6% |
| Nov 06, 2026 | 17 | 75.2% | +1.4pt | ±13.0% |
| Nov 13, 2026 | 24 | 71.1% | +2.6pt | ±14.6% |
| Nov 20, 2026 | 31 | 69.0% | +1.3pt | ±16.1% |
| Nov 27, 2026 | 38 | 65.8% | +2.0pt | ±16.9% |
| Dec 18, 2026 | 59 | 65.5% | +1.1pt | ±20.9% |
| Jan 15, 2027 | 87 | 63.5% | +1.3pt | ±24.6% |
| Feb 19, 2027 | 122 | 63.8% | +1.7pt | ±29.1% |
| Mar 19, 2027 | 150 | 64.9% | +1.2pt | ±32.7% |
| Apr 16, 2027 | 178 | 65.1% | +1.3pt | ±35.7% |
| May 21, 2027 | 213 | 64.8% | +0.9pt | ±38.8% |
| Jun 17, 2027 | 240 | 65.6% | +1.0pt | ±41.6% |
| Sep 17, 2027 | 332 | 64.7% | — | ±47.9% |
| Dec 17, 2027 | 423 | 65.6% | +1.2pt | ±54.4% |
| Jan 21, 2028 | 458 | 65.3% | +2.2pt | ±56.1% |
Volatility Smile — Nov 20, 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