MDB volatilidade 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.54.2%
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%
Spread IV − HV20
-32.8pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
85
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 12:36 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 78.6% | -1.9pt | ±4.8% |
| Sep 11, 2026 | 8 | 56.8% | -2.4pt | ±7.2% |
| Sep 18, 2026 | 15 | 53.7% | +0.2pt | ±9.0% |
| Sep 25, 2026 | 22 | 52.9% | +0.1pt | ±10.7% |
| Oct 02, 2026 | 29 | 54.4% | -1.3pt | ±12.5% |
| Oct 09, 2026 | 36 | 53.4% | -3.0pt | ±13.6% |
| Oct 16, 2026 | 43 | 54.1% | -0.6pt | ±14.8% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 53.8% | -0.1pt | ±19.6% |
| Dec 18, 2026 | 106 | 59.7% | +0.2pt | ±25.3% |
| Jan 15, 2027 | 134 | 58.9% | +0.4pt | ±28.0% |
| Feb 19, 2027 | 169 | 56.7% | -0.4pt | ±30.2% |
| Mar 19, 2027 | 197 | 60.8% | +0.8pt | ±34.9% |
| Apr 16, 2027 | 225 | 59.8% | -1.3pt | ±36.6% |
| May 21, 2027 | 260 | 59.6% | -1.2pt | ±39.1% |
| Jun 17, 2027 | 287 | 61.7% | — | ±42.5% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20