COIN volatilità 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.65.9%
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%
Spread IV − HV20
-10.8pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
93
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 18:03 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 79.3% | -7.9pt | ±3.5% |
| Sep 11, 2026 | 8 | 63.5% | -4.8pt | ±7.6% |
| Sep 18, 2026 | 15 | 65.8% | -4.3pt | ±10.7% |
| Sep 25, 2026 | 22 | 65.9% | -2.9pt | ±12.9% |
| Oct 02, 2026 | 29 | 66.0% | -3.5pt | ±14.8% |
| Oct 09, 2026 | 36 | 65.7% | -3.3pt | ±16.4% |
| Oct 16, 2026 | 43 | 66.3% | -4.5pt | ±18.2% |
| Oct 23, 2026 | 50 | 65.3% | — | ±19.2% |
| Nov 20, 2026 | 78 | 71.0% | -3.1pt | ±26.2% |
| Dec 18, 2026 | 106 | 71.0% | -2.7pt | ±30.4% |
| Jan 15, 2027 | 134 | 69.5% | -3.1pt | ±33.4% |
| Feb 19, 2027 | 169 | 70.0% | -1.8pt | ±37.6% |
| Mar 19, 2027 | 197 | 70.1% | — | ±40.6% |
| Apr 16, 2027 | 225 | 69.9% | -1.3pt | ±43.2% |
| May 21, 2027 | 260 | 71.1% | -1.9pt | ±47.0% |
| Jun 17, 2027 | 287 | 70.5% | — | ±48.8% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20