CROX volatilité Crocs, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.41.3%
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.31.3%
HV6044.1%
Écart IV − HV20
+9.9pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
66
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 00:33 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 18, 2026 | 16 | 42.6% | -0.8pt | ±7.4% |
| Oct 16, 2026 | 44 | 40.8% | +2.6pt | ±11.5% |
| Dec 18, 2026 | 107 | 48.8% | +2.3pt | ±21.2% |
| Jan 15, 2027 | 135 | 45.9% | +2.9pt | ±22.3% |
| Mar 19, 2027 | 198 | 48.9% | +1.6pt | ±28.7% |
| Jun 17, 2027 | 288 | 49.9% | +1.3pt | ±35.1% |
| Sep 17, 2027 | 380 | 49.7% | — | ±40.0% |
| Jan 21, 2028 | 506 | 50.4% | — | ±46.3% |
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