MDB volatilidad 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.88.3%
HV6078.3%
Diferencial IV − HV20
-27.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 21:39 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 67.7% | +3.6pt | ±4.9% |
| Oct 30, 2026 | 10 | 63.8% | -5.8pt | ±8.5% |
| Nov 06, 2026 | 17 | 66.6% | +2.8pt | ±11.5% |
| Nov 13, 2026 | 24 | 64.6% | -2.3pt | ±13.2% |
| Nov 20, 2026 | 31 | 60.9% | -0.1pt | ±14.2% |
| Nov 27, 2026 | 38 | 59.4% | +2.7pt | ±15.3% |
| Dec 18, 2026 | 59 | 69.9% | +1.9pt | ±22.3% |
| Jan 15, 2027 | 87 | 68.4% | +0.2pt | ±26.4% |
| Feb 19, 2027 | 122 | 64.0% | -0.3pt | ±29.1% |
| Mar 19, 2027 | 150 | 68.5% | +0.4pt | ±34.4% |
| Apr 16, 2027 | 178 | 67.3% | +0.9pt | ±36.7% |
| May 21, 2027 | 213 | 65.6% | +1.0pt | ±39.1% |
| Jun 17, 2027 | 240 | 68.4% | +2.9pt | ±43.1% |
| Sep 17, 2027 | 332 | 69.0% | — | ±50.7% |
| Dec 17, 2027 | 423 | 68.0% | — | ±56.0% |
| Jan 21, 2028 | 458 | 67.6% | — | ±57.8% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20