予想変動幅とは、オプション市場が特定の日付までに証券に織り込む±レンジのことで、ストラドルの価格から読み取るものであり、誰かが予測するものではありません。ここでは流動性の高い銘柄の中で現在30日間のインプライドの変動幅が最も大きいもの、および直近限月の最大レンジを表示しています。 方法論 · わかりやすい解説
Cboe delayed options data · 基準日時: 00:41 UTC · 流動性フィルター:取引枚数 > 5,000枚;315 銘柄の合計計算数。
30日インプライドムーブ(上位)
EM30は補間インプライド・ボラティリティを使用してすべての銘柄を同じ30日間の期間に標準化するため、横並びで比較することができます。
| 銘柄 | 価格 | 30日間の予想変動幅 | IV30 | インプライドレンジ | |
|---|---|---|---|---|---|
| 106.35 | ±30.6% | 106.6% | 73.85–138.85 | ||
| 52.03 | ±29.7% | 103.7% | 36.57–67.49 | ||
| 4.72 | ±25.5% | 89.1% | 3.51–5.92 | ||
| 11.28 | ±23.7% | 82.8% | 8.60–13.96 | ||
| 10.45 | ±23.4% | 81.7% | 8.00–12.90 | ||
| 10.71 | ±23.0% | 80.1% | 8.25–13.16 | ||
| 18.00 | ±22.3% | 77.6% | 13.99–22.01 | ||
| 150.94 | ±22.1% | 77.0% | 117.63–184.25 | ||
| 18.61 | ±22.0% | 76.8% | 14.52–22.71 | ||
| 15.20 | ±21.9% | 76.5% | 11.87–18.53 | ||
| 9.59 | ±21.7% | 75.7% | 7.51–11.66 | ||
| 2.65 | ±21.5% | 75.0% | 2.08–3.22 | ||
| 8.99 | ±20.9% | 72.9% | 7.11–10.87 | ||
| 14.89 | ±20.8% | 72.4% | 11.80–17.98 | ||
| 176.35 | ±20.6% | 71.8% | 140.04–212.66 | ||
| 37.86 | ±20.3% | 71.0% | 30.16–45.56 | ||
| 66.11 | ±20.3% | 71.0% | 52.66–79.56 | ||
| 2.12 | ±20.2% | 70.4% | 1.69–2.54 | ||
| 39.62 | ±19.8% | 69.2% | 31.77–47.47 | ||
| 36.70 | ±19.5% | 67.9% | 29.56–43.84 | ||
| 123.25 | ±19.3% | 67.5% | 99.41–147.09 | ||
| 376.60 | ±19.3% | 67.2% | 304.09–449.11 | ||
| 28.74 | ±19.2% | 67.0% | 23.22–34.27 | ||
| 6.81 | ±19.2% | 66.8% | 5.51–8.11 | ||
| 54.75 | ±19.1% | 66.7% | 44.28–65.22 | ||
| 146.25 | ±18.8% | 65.5% | 118.81–173.69 | ||
| 175.02 | ±17.7% | 61.6% | 144.09–205.95 | ||
| 485.75 | ±17.5% | 60.9% | 400.92–570.58 | ||
| 108.87 | ±17.4% | 60.7% | 89.92–127.82 | ||
| 35.64 | ±17.4% | 60.6% | 29.45–41.83 | ||
| 954.79 | ±17.3% | 60.5% | 789.30–1,120.27 | ||
| 28.21 | ±17.2% | 60.0% | 23.36–33.06 | ||
| 235.44 | ±17.0% | 59.3% | 195.40–275.48 | ||
| 120.52 | ±16.6% | 57.8% | 100.55–140.49 | ||
| 380.07 | ±16.1% | 56.1% | 318.92–441.22 | ||
| 12.44 | ±16.1% | 56.1% | 10.44–14.44 | ||
| 221.00 | ±16.1% | 56.1% | 185.48–256.52 | ||
| 74.42 | ±16.0% | 55.8% | 62.52–86.32 | ||
| 157.45 | ±15.9% | 55.6% | 132.35–182.55 | ||
| 319.69 | ±15.7% | 54.6% | 269.61–369.76 | ||
| 90.27 | ±15.7% | 54.6% | 76.13–104.41 | ||
| 14.52 | ±15.6% | 54.4% | 12.26–16.78 | ||
| 275.50 | ±15.5% | 54.2% | 232.72–318.28 | ||
| 74.08 | ±15.3% | 53.4% | 62.74–85.42 | ||
| 395.00 | ±15.2% | 53.1% | 334.87–455.13 | ||
| 5.60 | ±15.2% | 53.0% | 4.75–6.45 | ||
| 288.30 | ±15.2% | 53.0% | 244.48–332.12 | ||
| 94.00 | ±15.1% | 52.7% | 79.79–108.21 | ||
| 39.68 | ±15.1% | 52.6% | 33.70–45.66 | ||
| 18.05 | ±14.9% | 52.0% | 15.36–20.74 | ||
| 281.15 | ±14.8% | 51.7% | 239.50–322.81 | ||
| 31.13 | ±14.8% | 51.6% | 26.52–35.74 | ||
| 19.02 | ±14.8% | 51.6% | 16.21–21.83 | ||
| 24.54 | ±14.7% | 51.2% | 20.94–28.13 | ||
| 205.03 | ±14.6% | 50.9% | 175.12–234.94 | ||
| 140.80 | ±14.5% | 50.6% | 120.37–161.23 | ||
| 3.87 | ±14.4% | 50.3% | 3.31–4.43 | ||
| 15.61 | ±14.3% | 50.0% | 13.37–17.85 | ||
| 69.69 | ±14.1% | 49.3% | 59.84–79.54 | ||
| 126.52 | ±14.1% | 49.2% | 108.68–144.36 |
直近限月のムーブ上位(残存8日以内)
| 銘柄 | 満期日 | DTE | インプライドムーブ | レンジ |
|---|---|---|---|---|
| Sep 04 | 2 | ±19.8% | 302.13–451.08 | |
| Sep 04 | 2 | ±13.4% | 9.28–12.13 | |
| Sep 04 | 2 | ±12.8% | 153.70–199.00 | |
| Sep 09 | 7 | ±10.6% | 95.08–117.62 | |
| Sep 09 | 7 | ±10.3% | 13.63–16.77 | |
| Sep 04 | 2 | ±10.3% | 59.31–72.91 | |
| Sep 04 | 2 | ±9.3% | 109.32–131.72 | |
| Sep 09 | 7 | ±8.8% | 332.30–396.15 | |
| Sep 04 | 2 | ±8.0% | 334.93–393.53 | |
| Sep 04 | 2 | ±7.2% | 98.65–114.05 | |
| Sep 04 | 2 | ±7.2% | 48.30–55.76 | |
| Sep 04 | 2 | ±6.8% | 2.47–2.83 | |
| Sep 04 | 2 | ±6.0% | 207.78–234.22 | |
| Sep 04 | 2 | ±5.9% | 4.44–5.00 | |
| Sep 04 | 2 | ±5.9% | 10.62–11.94 |