MSTR Volatilität Strategy Inc
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.76.4%
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.101.6%
HV6088.0%
IV − HV20-Spread
-25.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 103.9% | -8.5pt | ±4.4% |
| Sep 11, 2026 | 8 | 80.1% | -9.3pt | ±9.4% |
| Sep 18, 2026 | 15 | 78.6% | -9.4pt | ±12.9% |
| Sep 25, 2026 | 22 | 77.1% | -7.1pt | ±15.2% |
| Oct 02, 2026 | 29 | 76.5% | -7.8pt | ±17.4% |
| Oct 09, 2026 | 36 | 76.4% | -7.5pt | ±19.2% |
| Oct 16, 2026 | 43 | 76.9% | -7.1pt | ±21.2% |
| Oct 23, 2026 | 50 | 76.0% | — | ±22.5% |
| Nov 20, 2026 | 78 | 78.7% | -6.3pt | ±29.1% |
| Dec 18, 2026 | 106 | 77.7% | -5.7pt | ±33.5% |
| Jan 15, 2027 | 134 | 77.0% | -4.8pt | ±37.2% |
| Mar 19, 2027 | 197 | 77.7% | -4.2pt | ±45.1% |
| Apr 16, 2027 | 225 | 78.2% | — | ±48.4% |
| Jun 17, 2027 | 287 | 78.5% | -3.5pt | ±54.8% |
| Sep 17, 2027 | 379 | 79.1% | -3.2pt | ±62.6% |
| Dec 17, 2027 | 470 | 79.8% | -2.4pt | ±69.6% |
Volatility Smile — Sep 18, 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