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.46.6%
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.31.4%
HV6037.0%
Écart IV − HV20
+15.2pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
75
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.
3/60 jours enregistrés
Cboe delayed options data · au 00:35 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 51.4% | +6.0pt | ±3.1% |
| Sep 11, 2026 | 9 | 39.4% | +5.7pt | ±5.0% |
| Sep 18, 2026 | 16 | 43.2% | +0.6pt | ±7.2% |
| Sep 25, 2026 | 23 | 44.6% | -4.2pt | ±8.9% |
| Oct 02, 2026 | 30 | 46.6% | -1.8pt | ±10.7% |
| Oct 09, 2026 | 37 | 44.3% | -2.9pt | ±11.2% |
| Oct 16, 2026 | 44 | 49.4% | — | ±18.0% |
| Jan 15, 2027 | 135 | 50.1% | -1.7pt | ±24.3% |
| Apr 16, 2027 | 226 | 50.0% | -8.3pt | ±34.4% |
| Jun 17, 2027 | 288 | 52.8% | -4.5pt | ±37.1% |
| Dec 17, 2027 | 471 | 55.5% | -8.2pt | ±49.3% |
| Jan 21, 2028 | 506 | 53.5% | +30.1pt | ±52.8% |
Smile de volatilité — Oct 16, 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