CROX volatilità 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.54.0%
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.38.3%
HV6042.2%
Spread IV − HV20
+15.7pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
73
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.
30/60 giorni registrati
Cboe delayed options data · aggiornato al 21:52 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 54.0% | +3.0pt | ±12.5% |
| Dec 18, 2026 | 59 | 46.1% | +0.3pt | ±14.7% |
| Jan 15, 2027 | 87 | 48.0% | -0.0pt | ±18.6% |
| Mar 19, 2027 | 150 | 48.9% | +1.5pt | ±24.8% |
| Jun 17, 2027 | 240 | 48.9% | +3.1pt | ±31.3% |
| Sep 17, 2027 | 332 | 48.3% | +2.4pt | ±36.0% |
| Jan 21, 2028 | 458 | 47.6% | — | ±41.6% |
Volatility smile — Nov 20, 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