الحركة المتوقعة هي النطاق ± الذي يُسعِّره سوق الخيارات لورقة مالية بحلول تاريخ معين — مُستنتَج من أسعار الـ straddle، وليس توقعاً من أحد. هذه هي أكبر الحركات الضمنية لمدة 30 يوماً بين الأسماء السائلة حالياً، إضافةً إلى أوسع النطاقات قريبة التاريخ. المنهجية
Cboe delayed options data · اعتباراً من 09:45 UTC · فلتر السيولة: > 5,000 عقد متداول؛299 أوراق مالية محسوبة إجمالاً.
أكبر التحركات الضمنية لـ 30 يومًا
يُوحِّد EM30 كل سهم على أفق زمني مدته 30 يومًا باستخدام التقلب الضمني المُحسَب بالاستيفاء، مما يجعل الترتيب مقارنةً بين معطيات متكافئة.
| الورقة المالية | السعر | التحرك المتوقع خلال 30 يومًا | IV30 | النطاق الضمني | |
|---|---|---|---|---|---|
| 18.65 | ±40.1% | 140.0% | 11.17–26.14 | ||
| 49.23 | ±36.8% | 128.5% | 31.09–67.37 | ||
| 93.67 | ±35.5% | 123.7% | 60.46–126.88 | ||
| 3.17 | ±34.0% | 118.6% | 2.09–4.25 | ||
| 213.42 | ±31.5% | 109.7% | 146.27–280.57 | ||
| 13.70 | ±27.4% | 95.6% | 9.94–17.45 | ||
| 7.69 | ±26.9% | 93.7% | 5.62–9.76 | ||
| 18.58 | ±26.7% | 93.1% | 13.62–23.55 | ||
| 7.24 | ±26.2% | 91.5% | 5.34–9.14 | ||
| 2.91 | ±26.0% | 90.8% | 2.15–3.67 | ||
| 8.61 | ±25.8% | 90.1% | 6.38–10.84 | ||
| VIX Cboe Volatility Index | 18.70 | ±25.6% | 89.5% | 13.90–23.50 | |
| 28.05 | ±25.5% | 89.0% | 20.89–35.21 | ||
| 5.78 | ±25.2% | 88.0% | 4.32–7.24 | ||
| 31.55 | ±25.2% | 87.8% | 23.60–39.49 | ||
| 6.03 | ±24.3% | 84.9% | 4.56–7.50 | ||
| 12.24 | ±23.7% | 82.7% | 9.34–15.14 | ||
| 31.49 | ±23.5% | 82.0% | 24.09–38.89 | ||
| 27.87 | ±23.3% | 81.3% | 21.37–34.36 | ||
| 1.39 | ±23.1% | 80.6% | 1.07–1.71 | ||
| 156.90 | ±23.1% | 80.6% | 120.66–193.14 | ||
| 11.81 | ±22.9% | 80.0% | 9.10–14.53 | ||
| 242.12 | ±22.9% | 79.9% | 186.64–297.60 | ||
| 265.97 | ±22.9% | 79.8% | 205.15–326.79 | ||
| 58.81 | ±22.8% | 79.6% | 45.39–72.23 | ||
| 294.80 | ±22.4% | 78.0% | 228.85–360.75 | ||
| 31.08 | ±22.1% | 77.2% | 24.20–37.96 | ||
| 227.00 | ±22.0% | 76.7% | 177.08–276.92 | ||
| 4.72 | ±21.9% | 76.4% | 3.69–5.75 | ||
| 107.28 | ±21.9% | 76.4% | 83.80–130.76 | ||
| 245.92 | ±21.7% | 75.7% | 192.58–299.26 | ||
| 12.08 | ±21.1% | 73.7% | 9.53–14.63 | ||
| 23.45 | ±21.1% | 73.6% | 18.50–28.40 | ||
| 73.16 | ±20.8% | 72.5% | 57.97–88.36 | ||
| 168.40 | ±20.8% | 72.4% | 133.44–203.36 | ||
| 139.59 | ±20.7% | 72.2% | 110.70–168.48 | ||
| 172.99 | ±20.6% | 71.9% | 137.35–208.64 | ||
| 57.08 | ±20.6% | 71.9% | 45.32–68.84 | ||
| 26.79 | ±20.5% | 71.7% | 21.29–32.29 | ||
| 39.10 | ±19.7% | 68.6% | 31.41–46.79 | ||
| 98.55 | ±19.4% | 67.7% | 79.42–117.68 | ||
| 18.85 | ±19.3% | 67.3% | 15.21–22.49 | ||
| 67.85 | ±18.8% | 65.7% | 55.06–80.64 | ||
| 449.00 | ±18.8% | 65.6% | 364.55–533.45 | ||
| 40.07 | ±18.7% | 65.2% | 32.58–47.56 | ||
| 21.88 | ±18.6% | 64.9% | 17.81–25.95 | ||
| 85.14 | ±18.5% | 64.5% | 69.41–100.87 | ||
| 168.16 | ±18.4% | 64.3% | 137.13–199.18 | ||
| 12.42 | ±18.4% | 64.2% | 10.13–14.71 | ||
| 335.62 | ±18.4% | 64.1% | 273.91–397.32 | ||
| 141.48 | ±18.3% | 63.7% | 115.65–167.31 | ||
| 28.03 | ±18.1% | 63.1% | 22.96–33.10 | ||
| 167.01 | ±18.0% | 62.9% | 136.89–197.13 | ||
| 14.56 | ±17.9% | 62.5% | 11.95–17.17 | ||
| 16.62 | ±17.8% | 62.2% | 13.66–19.58 | ||
| 11.27 | ±17.5% | 61.2% | 9.29–13.25 | ||
| 172.87 | ±17.4% | 60.7% | 142.79–202.95 | ||
| 185.70 | ±17.4% | 60.6% | 153.42–217.98 | ||
| 41.83 | ±17.0% | 59.4% | 34.71–48.95 | ||
| 14.73 | ±16.9% | 59.0% | 12.24–17.22 |
أكبر التحركات القريبة الأجل (تنتهي خلال 8 أيام)
| الورقة المالية | ينتهي | DTE | الحركة الضمنية | النطاق |
|---|---|---|---|---|
| Oct 23 | 4 | ±16.3% | 15.61–21.69 | |
| Oct 23 | 4 | ±14.9% | 79.69–107.64 | |
| Oct 23 | 4 | ±14.9% | 41.91–56.55 | |
| Oct 23 | 4 | ±12.8% | 2.77–3.58 | |
| Oct 23 | 4 | ±12.2% | 10.61–13.55 | |
| Oct 23 | 4 | ±11.2% | 1.23–1.54 | |
| Oct 23 | 4 | ±10.8% | 16.58–20.59 | |
| Oct 23 | 4 | ±10.8% | 12.22–15.17 | |
| Oct 23 | 4 | ±10.7% | 190.59–236.25 | |
| Oct 23 | 4 | ±10.4% | 6.89–8.49 | |
| Oct 23 | 4 | ±10.1% | 7.74–9.48 | |
| Oct 23 | 4 | ±9.3% | 2.64–3.18 | |
| Oct 23 | 4 | ±9.3% | 5.24–6.31 | |
| Oct 23 | 4 | ±9.1% | 28.66–34.43 | |
| Oct 23 | 4 | ±9.1% | 24.36–29.22 |