GRAB volatilité Grab Holdings Limited
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.44.7%
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.47.3%
HV6042.1%
Écart IV − HV20
-2.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
62
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 21:56 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 52.7% | — | ±5.7% |
| Oct 30, 2026 | 11 | 48.4% | +5.3pt | ±7.6% |
| Nov 06, 2026 | 18 | 56.6% | -2.0pt | ±10.8% |
| Nov 13, 2026 | 25 | 53.2% | -6.2pt | ±11.8% |
| Nov 20, 2026 | 32 | 41.7% | -7.9pt | ±10.6% |
| Nov 27, 2026 | 39 | 41.9% | -5.0pt | ±11.6% |
| Dec 18, 2026 | 60 | 40.0% | +13.3pt | ±13.5% |
| Jan 15, 2027 | 88 | 46.4% | -4.6pt | ±18.8% |
| Apr 16, 2027 | 179 | 51.4% | -5.0pt | ±29.2% |
| Jun 17, 2027 | 241 | 46.3% | -9.2pt | ±30.6% |
| Dec 17, 2027 | 424 | 52.1% | -2.5pt | ±45.0% |
| Jan 21, 2028 | 459 | 54.9% | -2.1pt | ±49.1% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20