COIN volatilidad 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.62.4%
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%
Diferencial IV − HV20
-14.3pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
91
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 12:33 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 | 1 | 71.9% | -3.4pt | ±4.4% |
| Sep 11, 2026 | 8 | 60.4% | -2.6pt | ±7.6% |
| Sep 18, 2026 | 15 | 63.6% | -3.7pt | ±10.6% |
| Sep 25, 2026 | 22 | 62.9% | -4.5pt | ±12.4% |
| Oct 02, 2026 | 29 | 62.3% | -3.2pt | ±14.2% |
| Oct 09, 2026 | 36 | 63.1% | -3.5pt | ±15.9% |
| Oct 16, 2026 | 43 | 62.8% | -3.6pt | ±17.3% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 68.8% | -3.0pt | ±25.1% |
| Dec 18, 2026 | 106 | 68.0% | -2.7pt | ±28.8% |
| Jan 15, 2027 | 134 | 68.3% | -1.4pt | ±32.2% |
| Feb 19, 2027 | 169 | 68.9% | -1.1pt | ±36.6% |
| Mar 19, 2027 | 197 | 69.0% | -1.9pt | ±39.4% |
| Apr 16, 2027 | 225 | 68.5% | -1.4pt | ±41.7% |
| May 21, 2027 | 260 | 69.6% | -2.7pt | ±45.4% |
| Jun 17, 2027 | 287 | 69.4% | — | ±47.5% |
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