CROX Volatilität 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.35.8%
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.31.0%
HV6042.4%
IV − HV20-Spread
+4.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
57
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 21:49 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 36.6% | +4.9pt | ±6.3% |
| Oct 16, 2026 | 43 | 35.6% | -2.7pt | ±9.9% |
| Dec 18, 2026 | 106 | 48.6% | +3.8pt | ±21.0% |
| Jan 15, 2027 | 134 | 46.7% | +4.7pt | ±22.6% |
| Mar 19, 2027 | 197 | 49.1% | +2.4pt | ±28.7% |
| Jun 17, 2027 | 287 | 49.4% | +2.2pt | ±34.7% |
| Sep 17, 2027 | 379 | 50.0% | +3.0pt | ±40.1% |
| Jan 21, 2028 | 505 | 50.5% | — | ±46.3% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20