COIN волатильность 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.69.7%
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.50.1%
HV6075.7%
Спред IV − HV20
+19.6pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 записано дней
Cboe delayed options data · по состоянию на 19:03 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 70.3% | -0.2pt | ±6.0% |
| Oct 30, 2026 | 11 | 79.2% | +1.1pt | ±11.0% |
| Nov 06, 2026 | 18 | 74.9% | +1.9pt | ±13.3% |
| Nov 13, 2026 | 25 | 71.4% | +1.1pt | ±15.0% |
| Nov 20, 2026 | 32 | 69.2% | +1.5pt | ±16.4% |
| Nov 27, 2026 | 39 | 67.2% | +1.6pt | ±17.5% |
| Dec 18, 2026 | 60 | 65.0% | +1.0pt | ±21.1% |
| Jan 15, 2027 | 88 | 63.2% | +1.3pt | ±24.7% |
| Feb 19, 2027 | 123 | 63.5% | +1.4pt | ±29.3% |
| Mar 19, 2027 | 151 | 64.8% | +1.8pt | ±33.1% |
| Apr 16, 2027 | 179 | 64.3% | +1.8pt | ±35.7% |
| May 21, 2027 | 214 | 64.4% | +2.0pt | ±38.9% |
| Jun 17, 2027 | 241 | 65.0% | +1.7pt | ±41.6% |
| Sep 17, 2027 | 333 | 65.5% | — | ±49.0% |
| Dec 17, 2027 | 424 | 64.5% | +1.6pt | ±54.1% |
| Jan 21, 2028 | 459 | 64.6% | +1.8pt | ±56.2% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20