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.61.3%
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.90.5%
HV6078.0%
IV − HV20-Spread
-29.2pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 18:39 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 67.4% | +3.1pt | ±5.7% |
| Oct 30, 2026 | 11 | 65.6% | +2.6pt | ±9.1% |
| Nov 06, 2026 | 18 | 65.3% | +3.7pt | ±11.6% |
| Nov 13, 2026 | 25 | 63.2% | +1.1pt | ±13.2% |
| Nov 20, 2026 | 32 | 60.7% | +3.4pt | ±14.3% |
| Nov 27, 2026 | 39 | 60.3% | +1.8pt | ±15.7% |
| Dec 18, 2026 | 60 | 69.8% | -0.6pt | ±22.6% |
| Jan 15, 2027 | 88 | 66.3% | -0.6pt | ±26.0% |
| Feb 19, 2027 | 123 | 64.3% | -0.3pt | ±29.7% |
| Mar 19, 2027 | 151 | 68.9% | +0.7pt | ±35.1% |
| Apr 16, 2027 | 179 | 67.4% | +0.9pt | ±37.3% |
| May 21, 2027 | 214 | 66.7% | +1.6pt | ±40.2% |
| Jun 17, 2027 | 241 | 68.4% | +1.1pt | ±43.7% |
| Sep 17, 2027 | 333 | 67.4% | — | ±50.2% |
| Dec 17, 2027 | 424 | 68.0% | — | ±56.6% |
| Jan 21, 2028 | 459 | 68.0% | — | ±58.7% |
Volatility Smile — Nov 20, 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