CRWD volatilidad CrowdStrike Holdings, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.50.3%
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.90.2%
HV6066.3%
Diferencial IV − HV20
-40.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
80
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 18:33 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 62.3% | +0.0pt | ±2.7% |
| Sep 11, 2026 | 8 | 48.7% | -0.4pt | ±5.8% |
| Sep 18, 2026 | 15 | 49.3% | +0.1pt | ±8.0% |
| Sep 25, 2026 | 22 | 50.2% | -0.0pt | ±9.9% |
| Oct 02, 2026 | 29 | 50.0% | +0.3pt | ±11.3% |
| Oct 09, 2026 | 36 | 51.6% | +0.4pt | ±13.0% |
| Oct 16, 2026 | 43 | 50.5% | +0.3pt | ±13.8% |
| Oct 23, 2026 | 50 | 51.1% | +1.8pt | ±15.1% |
| Nov 20, 2026 | 78 | 51.8% | +0.5pt | ±19.0% |
| Dec 18, 2026 | 106 | 54.2% | +0.6pt | ±23.2% |
| Jan 15, 2027 | 134 | 53.4% | +0.8pt | ±25.5% |
| Feb 19, 2027 | 169 | 53.8% | +0.3pt | ±28.8% |
| Mar 19, 2027 | 197 | 55.4% | -0.2pt | ±32.1% |
| Apr 16, 2027 | 225 | 55.6% | +0.6pt | ±34.2% |
| Jun 17, 2027 | 287 | 56.6% | — | ±39.3% |
| Sep 17, 2027 | 379 | 57.0% | — | ±45.0% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20