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.62.0%
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.88.3%
HV6078.3%
IV − HV20-Spread
-26.3pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 09:40 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 | 3 | 68.4% | -0.7pt | ±5.7% |
| Oct 30, 2026 | 10 | 66.3% | -1.2pt | ±9.2% |
| Nov 06, 2026 | 17 | 66.2% | -0.5pt | ±11.7% |
| Nov 13, 2026 | 24 | 63.8% | +1.9pt | ±13.4% |
| Nov 20, 2026 | 31 | 61.8% | +1.3pt | ±14.6% |
| Nov 27, 2026 | 38 | 59.8% | -0.1pt | ±15.6% |
| Dec 18, 2026 | 59 | 70.0% | +4.0pt | ±22.6% |
| Jan 15, 2027 | 87 | 66.0% | -0.6pt | ±25.8% |
| Feb 19, 2027 | 122 | 63.7% | +1.1pt | ±29.3% |
| Mar 19, 2027 | 150 | 68.0% | +0.4pt | ±34.5% |
| Apr 16, 2027 | 178 | 67.1% | +1.0pt | ±37.0% |
| May 21, 2027 | 213 | 66.4% | +0.1pt | ±39.9% |
| Jun 17, 2027 | 240 | 67.7% | +0.8pt | ±43.0% |
| Sep 17, 2027 | 332 | 67.3% | — | ±49.8% |
| Dec 17, 2027 | 423 | 68.5% | — | ±56.8% |
| Jan 21, 2028 | 458 | 67.0% | — | ±57.7% |
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