CRWD volatilidade 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.50.7%
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%
Spread IV − HV20
-39.5pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
80
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 15:33 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 69.4% | -0.8pt | ±3.2% |
| Sep 11, 2026 | 8 | 50.3% | -0.7pt | ±6.0% |
| Sep 18, 2026 | 15 | 50.8% | +0.1pt | ±8.3% |
| Sep 25, 2026 | 22 | 50.4% | -0.7pt | ±10.0% |
| Oct 02, 2026 | 29 | 50.6% | +0.3pt | ±11.5% |
| Oct 09, 2026 | 36 | 51.4% | +0.3pt | ±13.0% |
| Oct 16, 2026 | 43 | 51.2% | +0.3pt | ±14.0% |
| Oct 23, 2026 | 50 | 50.0% | +0.4pt | ±14.9% |
| Nov 20, 2026 | 78 | 52.0% | +0.2pt | ±19.2% |
| Dec 18, 2026 | 106 | 54.4% | +0.7pt | ±23.3% |
| Jan 15, 2027 | 134 | 53.9% | -0.0pt | ±25.9% |
| Feb 19, 2027 | 169 | 54.2% | -0.2pt | ±29.1% |
| Mar 19, 2027 | 197 | 55.4% | -0.2pt | ±32.1% |
| Apr 16, 2027 | 225 | 55.7% | +0.3pt | ±34.3% |
| Jun 17, 2027 | 287 | 56.2% | — | ±39.0% |
| Sep 17, 2027 | 379 | 56.9% | — | ±44.9% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20