MDB volatilità 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.62.3%
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%
Spread IV − HV20
-26.0pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al Oct 19, 21:58 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 68.4% | -0.7pt | ±5.7% |
| Oct 30, 2026 | 11 | 66.3% | -1.2pt | ±9.2% |
| Nov 06, 2026 | 18 | 66.2% | -0.5pt | ±11.8% |
| Nov 13, 2026 | 25 | 63.8% | +1.9pt | ±13.4% |
| Nov 20, 2026 | 32 | 61.8% | +1.3pt | ±14.6% |
| Nov 27, 2026 | 39 | 59.8% | -0.1pt | ±15.6% |
| Dec 18, 2026 | 60 | 70.0% | +4.0pt | ±22.7% |
| Jan 15, 2027 | 88 | 66.0% | -0.6pt | ±25.8% |
| Feb 19, 2027 | 123 | 63.7% | +1.1pt | ±29.4% |
| Mar 19, 2027 | 151 | 68.0% | +0.4pt | ±34.6% |
| Apr 16, 2027 | 179 | 67.1% | +1.0pt | ±37.1% |
| May 21, 2027 | 214 | 66.4% | +0.1pt | ±40.0% |
| Jun 17, 2027 | 241 | 67.7% | +0.8pt | ±43.1% |
| Sep 17, 2027 | 333 | 67.3% | — | ±50.0% |
| Dec 17, 2027 | 424 | 68.5% | — | ±56.9% |
| Jan 21, 2028 | 459 | 67.0% | — | ±57.8% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20