MSTR volatilidad 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.67.5%
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.87.2%
HV6083.3%
Diferencial IV − HV20
-19.8pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
93
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.
3/60 días registrados
Cboe delayed options data · a fecha de 03:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 76.8% | -5.2pt | ±4.6% |
| Sep 11, 2026 | 9 | 64.7% | -3.5pt | ±8.1% |
| Sep 18, 2026 | 16 | 66.2% | -3.9pt | ±11.1% |
| Sep 25, 2026 | 23 | 67.1% | -2.7pt | ±13.4% |
| Oct 02, 2026 | 30 | 67.5% | -3.5pt | ±15.4% |
| Oct 09, 2026 | 37 | 68.2% | -3.6pt | ±17.3% |
| Oct 16, 2026 | 44 | 69.0% | -4.2pt | ±19.2% |
| Nov 20, 2026 | 79 | 73.2% | -3.4pt | ±27.2% |
| Dec 18, 2026 | 107 | 73.4% | -3.5pt | ±31.6% |
| Jan 15, 2027 | 135 | 73.5% | -3.2pt | ±35.5% |
| Mar 19, 2027 | 198 | 75.0% | -3.0pt | ±43.6% |
| Apr 16, 2027 | 226 | 75.2% | -2.5pt | ±46.6% |
| Jun 17, 2027 | 288 | 76.7% | -2.3pt | ±53.4% |
| Sep 17, 2027 | 380 | 78.0% | -2.2pt | ±61.7% |
| Dec 17, 2027 | 471 | 79.1% | -1.6pt | ±69.0% |
| Jan 21, 2028 | 506 | 79.5% | -0.7pt | ±71.6% |
Sonrisa de volatilidad — Sep 18, 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