COIN volatilité 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.62.2%
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.76.7%
HV6069.1%
Écart IV − HV20
-14.5pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
91
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 13:03 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 73.1% | -3.3pt | ±4.9% |
| Sep 11, 2026 | 8 | 60.3% | -2.8pt | ±7.8% |
| Sep 18, 2026 | 15 | 63.7% | -3.8pt | ±10.7% |
| Sep 25, 2026 | 22 | 62.5% | -4.4pt | ±12.6% |
| Oct 02, 2026 | 29 | 62.1% | -3.2pt | ±14.2% |
| Oct 09, 2026 | 36 | 62.9% | -3.4pt | ±15.9% |
| Oct 16, 2026 | 43 | 63.4% | -3.5pt | ±17.5% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 68.5% | -3.0pt | ±25.1% |
| Dec 18, 2026 | 106 | 67.9% | -2.7pt | ±28.9% |
| Jan 15, 2027 | 134 | 68.0% | -1.4pt | ±32.4% |
| Feb 19, 2027 | 169 | 68.5% | -1.2pt | ±36.7% |
| Mar 19, 2027 | 197 | 68.6% | -1.8pt | ±39.3% |
| Apr 16, 2027 | 225 | 68.6% | -1.4pt | ±41.9% |
| May 21, 2027 | 260 | 69.2% | -2.7pt | ±45.3% |
| Jun 17, 2027 | 287 | 69.6% | — | ±47.7% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20