MDB Volatilität MongoDB, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.56.1%
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.87.0%
HV6067.7%
IV − HV20-Spread
-30.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 00:36 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 80.0% | -2.2pt | ±4.8% |
| Sep 11, 2026 | 9 | 55.8% | -2.4pt | ±7.0% |
| Sep 18, 2026 | 16 | 53.2% | -0.1pt | ±8.9% |
| Sep 25, 2026 | 23 | 53.1% | -0.0pt | ±10.6% |
| Oct 02, 2026 | 30 | 56.1% | -1.4pt | ±12.7% |
| Oct 09, 2026 | 37 | 54.7% | -3.0pt | ±13.8% |
| Oct 16, 2026 | 44 | 54.1% | -0.7pt | ±14.9% |
| Nov 20, 2026 | 79 | 53.8% | -0.1pt | ±19.8% |
| Dec 18, 2026 | 107 | 59.6% | +0.2pt | ±25.5% |
| Jan 15, 2027 | 135 | 58.9% | +0.4pt | ±28.2% |
| Feb 19, 2027 | 170 | 56.7% | -0.4pt | ±30.5% |
| Mar 19, 2027 | 198 | 60.8% | +0.7pt | ±35.1% |
| Apr 16, 2027 | 226 | 59.8% | -1.3pt | ±36.8% |
| May 21, 2027 | 261 | 59.6% | -1.3pt | ±39.4% |
| Jun 17, 2027 | 288 | 61.7% | — | ±42.8% |
| Dec 17, 2027 | 471 | 63.5% | — | ±55.5% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20