MSTR volatilitas 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.67.6%
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%
Selisih IV − HV20
-19.7pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
93
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 06:36 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 76.8% | -4.8pt | ±4.6% |
| Sep 11, 2026 | 8 | 64.7% | -3.4pt | ±8.1% |
| Sep 18, 2026 | 15 | 66.2% | -3.9pt | ±11.1% |
| Sep 25, 2026 | 22 | 67.1% | -2.8pt | ±13.4% |
| Oct 02, 2026 | 29 | 67.5% | -3.3pt | ±15.4% |
| Oct 09, 2026 | 36 | 68.1% | -3.5pt | ±17.3% |
| Oct 16, 2026 | 43 | 69.0% | -4.2pt | ±19.2% |
| Nov 20, 2026 | 78 | 73.2% | -3.4pt | ±27.2% |
| Dec 18, 2026 | 106 | 73.3% | -3.6pt | ±31.6% |
| Jan 15, 2027 | 134 | 73.5% | -3.3pt | ±35.5% |
| Mar 19, 2027 | 197 | 75.0% | -3.2pt | ±43.6% |
| Apr 16, 2027 | 225 | 75.2% | -2.6pt | ±46.6% |
| Jun 17, 2027 | 287 | 76.8% | -2.4pt | ±53.4% |
| Sep 17, 2027 | 379 | 78.1% | -2.2pt | ±61.7% |
| Dec 17, 2027 | 470 | 79.1% | -1.7pt | ±69.0% |
| Jan 21, 2028 | 505 | 79.5% | -0.8pt | ±71.6% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20