オプション市場が何を織り込んでいるかを見る。
米国の主要株式・ETF・指数のインプライド・ムーブ、インプライド・ボラティリティ、オープン・インタレスト、確率をわかりやすい言葉で解説し、検証のための履歴データも提供しています。何を取引すべきかはお伝えしません。
調査目的のみ——投資アドバイスではありません · Cboe遅延オプションデータ、取引時間中随時更新
今日マーケットマップ
タイルサイズ:オプション出来高 ・ 色:30日間インプライドボラティリティ(ティール=低い、赤=高い)各タイルは1つの銘柄を表します。タイルが大きいほど直近セッションのオプション取引枚数が多く、赤いほどオプションが大きな値動きを織り込んでいます。±の数値は30日間のインプライド・ムーブです。
Cboe delayed options data · 基準日時: 06:44 UTC
指数・主要ETF指数ダッシュボード
マーケット全体ダッシュボード →| 指数 | レベル | IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly. | 30日間の予想変動幅The size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | P/C 出来高Put volume (or open interest) divided by call volume (or open interest). A descriptive activity measure — it does not by itself say what traders expect. | |
|---|---|---|---|---|---|
| NDX Nasdaq-100 Index | 29,187.55 | 22.0% | ±6.3% | 0.96 | |
| RUT Russell 2000 Index | 2,721.37 | 19.8% | ±5.7% | 1.53 | |
| SPX S&P 500 Index | 7,659.44 | 14.5% | ±4.2% | 2.02 | |
| VIX Cboe Volatility Index | 19.99 | — | — | 0.33 | |
| 519.10 | 14.1% | ±4.1% | 1.15 | ||
| 270.44 | 19.9% | ±5.7% | 2.37 | ||
| 707.87 | 22.6% | ±6.5% | 1.33 | ||
| 763.25 | 14.6% | ±4.2% | 1.78 |
ランキング30日インプライドムーブ(上位)
すべて →オプション市場はすべての株式に±レンジを織り込んでいます。ここでは流動性の高い銘柄の中で現在30日間のレンジが最も広いものを表示しています。これは方向性ではなく、予想される変動幅の指標です。
| 銘柄 | 価格 | インプライドムーブ | IV30 | |
|---|---|---|---|---|
| 3.15 | ±34.0% | 118.6% | ||
| 215.80 | ±31.7% | 110.6% | ||
| 8.35 | ±27.5% | 95.9% | ||
| 13.70 | ±27.4% | 95.6% | ||
| 7.55 | ±26.9% | 93.7% | ||
| 7.24 | ±26.2% | 91.5% | ||
| 2.88 | ±26.0% | 90.8% | ||
| 28.05 | ±25.5% | 89.0% |
今週今週の決算
決算 →各決算発表の前に、オプション市場が織り込む予想変動幅を記録し、過去の発表後に株価が実際にどう動いたかと並べて表示します。
| 企業情報 | 日付 | インプライドムーブThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. | 過去平均変動幅 |
|---|---|---|---|
| Oct 19 | ±12.5% | 10.0% | |
| Oct 19 | ±10.6% | 4.3% | |
| Oct 20 | ±8.9% | 5.9% | |
| Oct 20 | ±5.4% | 2.3% | |
| Oct 20 | ±6.3% | 4.6% | |
| Oct 20 | ±6.1% | 5.4% | |
| Oct 20 | ±5.8% | 5.5% | |
| Oct 20 | ±7.9% | 6.3% | |
| Oct 20 | ±2.3% | 2.2% | |
| Oct 20 | ±5.0% | 5.7% |
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