다루는 모든 실적 발표 전에 옵션 시장이 예상 변동폭을 반영합니다. 이번 분기와 다루는 모든 과거 분기에 대해 이벤트 전에 이를 기록하고 실제 주가 움직임과 함께 표시합니다. 변동폭 측정 방법
한눈에 보기옵션이 반영한 예상 변동폭 vs 해당 종목의 실제 평균 움직임
내재 변동폭The 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.역사적 평균 반응폭 (절댓값)
캘린더예정된 실적 발표
내재 변동폭은 각 실적 발표 전 장 마감 시점에 기록됩니다. 기록 전까지 해당 셀은 추정값 대신 해당 사실을 표시합니다. 과거 평균은 해당 기업의 실제 과거 주가 반응 크기를 기준으로 합니다.
| 회사 | EPS 추정 | 내재 변동폭 | 과거 평균 변동폭 | 역사 대비 | IV30 |
|---|---|---|---|---|---|
| Monday, October 19 | |||||
 CLF Cleveland-Cliffs Inc. |
0.21 | ±12.5% | 10.0% | 73.7% | |
 STLD Steel Dynamics, Inc. |
5.48 | ±10.6% | 4.3% | 43.0% | |
| Tuesday, October 20 | |||||
 ALLY Ally Financial Inc. |
1.33 | ±8.9% | 5.9% | 34.2% | |
 CB Chubb Limited |
6.79 | ±5.4% | 2.3% | 22.0% | |
 GE GE Aerospace |
2.01 | ±6.3% | 4.6% | 37.8% | |
 GM General Motors Company |
3.70 | ±6.1% | 5.4% | 38.0% | |
 HAL Halliburton Company |
0.58 | ±5.8% | 5.5% | 38.5% | |
 ISRG Intuitive Surgical, Inc. |
2.65 | ±7.9% | 6.3% | 44.8% | |
 KO The Coca-Cola Company |
0.88 | ±2.3% | 2.2% | 21.8% | |
 LMT Lockheed Martin Corporation |
7.54 | ±5.0% | 5.7% | 32.1% | |
 MMM 3M Company |
2.39 | ±6.1% | 6.4% | 33.0% | |
 NFLX Netflix, Inc. |
0.82 | ±9.1% | 9.5% | — | |
 NOC Northrop Grumman Corporation |
7.18 | ±8.0% | 4.5% | 31.6% | |
 RTX RTX Corporation |
1.78 | ±5.3% | 4.5% | 31.7% | |
 UAL United Airlines Holdings, Inc. |
2.58 | ±6.9% | 6.3% | 50.0% | |
 VZ Verizon Communications Inc. |
1.28 | ±2.9% | 4.0% | 28.2% | |
| Wednesday, October 21 | |||||
 AA Alcoa Corporation |
1.56 | ±5.3% | 6.1% | 47.4% | |
 CCI Crown Castle Inc. |
0.68 | ±8.8% | 3.3% | 35.5% | |
 IBM International Business Ma… |
2.85 | ±7.8% | 6.0% | 43.9% | |
 KMI Kinder Morgan, Inc. |
0.32 | ±3.4% | 2.3% | 25.5% | |
 LRCX Lam Research Corporation |
2.18 | ±8.2% | 5.4% | 58.8% | |
 LUV Southwest Airlines Co. |
0.57 | ±6.6% | 5.8% | 44.2% | |
 LVS Las Vegas Sands Corp. |
0.72 | ±6.6% | 6.1% | 41.5% | |
 META Meta Platforms, Inc. |
6.58 | ±7.3% | 11.3% | — | |
 NEE NextEra Energy, Inc. |
1.19 | ±4.0% | 4.5% | 25.2% | |
 PGR The Progressive Corporation |
4.30 | ±2.8% | 4.3% | 24.8% | |
 PLD Prologis, Inc. |
0.81 | ±5.7% | 3.4% | 23.0% | |
 PM Philip Morris Internation… |
2.30 | ±5.0% | 3.8% | 31.1% | |
 T AT&T Inc. |
0.60 | ±5.0% | 4.7% | 28.2% | |
 TSLA Tesla, Inc. |
0.45 | ±7.5% | 9.1% | — | |
 TXN Texas Instruments Incorporated |
2.42 | ±8.4% | 5.8% | 49.6% | |
| Thursday, October 22 | |||||
 AAL American Airlines Group Inc. |
-0.33 | ±7.0% | 5.4% | 47.8% | |
 BKR Baker Hughes Company |
0.62 | ±9.3% | 5.4% | 37.6% | |
 BX Blackstone Inc. |
1.27 | ±6.3% | 5.4% | 41.6% | |
 BYD Boyd Gaming Corporation |
1.67 | ±7.8% | 4.7% | 31.7% | |
 CMCSA Comcast Corporation |
0.99 | ±6.7% | 5.2% | 42.0% | |
 DECK Deckers Outdoor Corporation |
1.79 | ±10.8% | 10.9% | 54.4% | |
 F Ford Motor Company |
0.42 | ±3.7% | 6.1% | 39.8% | |
 FCX Freeport-McMoRan Inc. |
0.76 | ±5.3% | 4.5% | 47.2% | |
 HON Honeywell International Inc. |
2.17 | ±5.1% | 4.5% | 31.9% | |
 INTC Intel Corp. |
0.40 | ±7.2% | 9.5% | — | |
 NEM Newmont Corporation |
1.95 | ±5.6% | 5.4% | 40.8% | |
 PG The Procter & Gamble Company |
1.88 | ±3.7% | 2.5% | 21.7% | |
 SPOT Spotify Technology S.A. |
3.18 | ±9.7% | 9.6% | 51.1% | |
 TMUS T-Mobile US, Inc. |
2.85 | ±4.3% | 5.1% | 37.9% | |
 VLO Valero Energy Corporation |
21.07 | ±6.5% | 2.7% | 53.3% | |
| Friday, October 23 | |||||
 AXP American Express Company |
4.58 | ±5.5% | 4.3% | 29.5% | |
 SLB Slb N.V. |
0.62 | ±6.9% | 3.6% | 38.2% | |
| Monday, October 26 | |||||
 NUE Nucor Corporation |
5.80 | 아직 기록되지 않음 | 5.4% | 39.4% | |
| Tuesday, October 27 | |||||
 AMT American Tower Corporation |
1.64 | 아직 기록되지 않음 | 3.6% | 31.1% | |
 BA The Boeing Company |
-0.24 | 아직 기록되지 않음 | 4.2% | 36.5% | |
 CZR Caesars Entertainment, Inc. |
-0.10 | 아직 기록되지 않음 | 4.9% | 38.3% | |
 ENPH Enphase Energy, Inc. |
0.51 | 아직 기록되지 않음 | 13.6% | 77.2% | |
 HLT Hilton Worldwide Holdings Inc. |
2.35 | 아직 기록되지 않음 | 2.2% | 28.5% | |
 HOOD Robinhood Markets, Inc. |
0.55 | 아직 기록되지 않음 | 8.0% | 67.7% | |
 PYPL PayPal Holdings, Inc. |
1.31 | 아직 기록되지 않음 | 9.1% | 43.6% | |
 RCL Royal Caribbean Cruises Ltd. |
6.38 | 아직 기록되지 않음 | 6.9% | 51.7% | |
 SCCO Southern Copper Corporation |
1.95 | 아직 기록되지 않음 | 3.4% | 48.6% | |
 SOFI SoFi Technologies, Inc. |
0.17 | 아직 기록되지 않음 | 9.0% | 59.0% | |
 UNH UnitedHealth Group Incorporated |
4.09 | 아직 기록되지 않음 | 6.3% | 31.7% | |
 UPS United Parcel Service, Inc. |
1.63 | 아직 기록되지 않음 | 6.4% | 35.8% | |
 V Visa Inc. |
3.44 | 아직 기록되지 않음 | 3.3% | 23.5% | |
 W Wayfair Inc. |
0.79 | 아직 기록되지 않음 | 13.8% | 76.4% | |
| Wednesday, October 28 | |||||
 AEP American Electric Power C… |
2.03 | 아직 기록되지 않음 | 2.3% | 21.4% | |
 CMG Chipotle Mexican Grill, Inc. |
0.29 | 아직 기록되지 않음 | 7.4% | 46.5% | |
 CVNA Carvana Co. |
0.44 | 아직 기록되지 않음 | 19.8% | 79.6% | |
 EBAY eBay Inc. |
1.41 | 아직 기록되지 않음 | 5.7% | 39.8% | |
 EQIX Equinix, Inc. |
4.13 | 아직 기록되지 않음 | 3.9% | 35.4% | |
최근 반응 (최근 14일)
| 회사 | 발표됨 | 반응 | 내재 변동성(발표 전) |
|---|---|---|---|
| SCHW The Charles Schwab Corp… | Oct 15 | -5.0% | ±4.4% |
| USB U.S. Bancorp | Oct 15 | +4.4% | ±4.0% |
| TSM Taiwan Semiconductor Ma… | Oct 15 | -4.0% | ±4.3% |
| PLD Prologis, Inc. | Oct 15 | -3.6% | ±4.1% |
| AA Alcoa Corporation | Oct 15 | +3.4% | ±6.9% |
| TRV The Travelers Companies, Inc. | Oct 15 | +3.1% | ±3.6% |
| PNC The PNC Financial Servi… | Oct 15 | +0.7% | ±4.1% |
| BLK BlackRock, Inc. | Oct 14 | +5.1% | ±4.9% |
| BAC Bank of America Corporation | Oct 14 | -4.2% | ±4.1% |
| PGR The Progressive Corporation | Oct 14 | -4.1% | ±3.6% |
| ASML ASML Holding N.V. | Oct 14 | -3.5% | ±6.1% |
| MS Morgan Stanley | Oct 14 | -2.4% | ±4.5% |
| C Citigroup Inc. | Oct 13 | -7.3% | ±4.5% |
| DPZ Domino's Pizza, Inc. | Oct 13 | -4.8% | ±7.5% |
| UNH UnitedHealth Group Inco… | Oct 13 | +4.5% | ±8.2% |
| JNJ Johnson & Johnson | Oct 13 | -3.7% | ±4.0% |
| WFC Wells Fargo & Company | Oct 13 | -2.9% | ±5.3% |
| GS The Goldman Sachs Group, Inc. | Oct 13 | -1.7% | ±4.8% |
| BLK BlackRock, Inc. | Oct 13 | -0.9% | ±5.6% |
| JPM JPMorgan Chase & Co. | Oct 13 | +0.3% | ±3.9% |
반응 = 실적 발표일 전후 두 세션의 종가 대비 종가 변동폭; 과거 평균은 반응 크기의 절댓값 기준. 실적 발표일 및 예상치: Financial Modeling Prep.