CRWD volatilitas 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.50.9%
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%
Selisih IV − HV20
-39.3pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 06:33 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 69.9% | -1.0pt | ±4.2% |
| Sep 11, 2026 | 8 | 52.1% | +0.1pt | ±6.5% |
| Sep 18, 2026 | 15 | 50.8% | +0.1pt | ±8.4% |
| Sep 25, 2026 | 22 | 50.7% | -1.1pt | ±10.1% |
| Oct 02, 2026 | 29 | 50.9% | -0.1pt | ±11.6% |
| Oct 09, 2026 | 36 | 50.9% | -0.5pt | ±12.9% |
| Oct 16, 2026 | 43 | 50.3% | -0.1pt | ±13.9% |
| Nov 20, 2026 | 78 | 52.2% | +0.8pt | ±19.3% |
| Dec 18, 2026 | 106 | 54.5% | +1.5pt | ±23.4% |
| Jan 15, 2027 | 134 | 53.9% | +1.1pt | ±25.9% |
| Feb 19, 2027 | 169 | 53.7% | -0.2pt | ±29.3% |
| Mar 19, 2027 | 197 | 55.7% | +0.8pt | ±32.3% |
| Apr 16, 2027 | 225 | 55.1% | +0.1pt | ±34.5% |
| Jun 17, 2027 | 287 | 55.9% | — | ±39.0% |
| Sep 17, 2027 | 379 | 56.2% | — | ±45.2% |
| Dec 17, 2027 | 470 | 55.8% | — | ±49.2% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20