CROX volatiliteit 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.56.3%
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.38.2%
HV6042.2%
IV − HV20 spreiding
+18.0pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
77
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dagen vastgelegd
Cboe delayed options data · per 09:35 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 56.3% | +7.5pt | ±13.3% |
| Dec 18, 2026 | 59 | 50.6% | -0.2pt | ±16.4% |
| Jan 15, 2027 | 87 | 47.4% | +0.4pt | ±18.6% |
| Mar 19, 2027 | 150 | 49.1% | +1.9pt | ±25.1% |
| Jun 17, 2027 | 240 | 48.5% | +3.0pt | ±31.2% |
| Sep 17, 2027 | 332 | 47.7% | +1.9pt | ±35.9% |
| Jan 21, 2028 | 458 | 47.2% | — | ±41.4% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20