예상 변동폭은 옵션 시장이 특정 날짜까지 특정 종목에 대해 가격에 반영하는 ± 범위로, 누군가의 예측이 아닌 스트래들 가격에서 산출됩니다. 현재 유동성 높은 종목 중 30일 내재 변동폭이 가장 큰 종목들과, 근월물 중 범위가 가장 넓은 종목들입니다. 방법론
Cboe delayed options data · 기준일 09:45 UTC · 유동성 필터: 거래량 5,000계약 초과;299 총 계산된 종목 수.
30일 내재 변동 폭 상위 종목
EM30은 보간된 내재 변동성을 사용하여 모든 종목을 동일한 30일 기준으로 표준화하므로, 순위를 동일한 조건에서 비교할 수 있습니다.
| 종목 | 가격 | 30일 내재 변동폭 | IV30 | 내재 범위 | |
|---|---|---|---|---|---|
 UVXY ProShares - Ultra VIX Sho… |
18.65 | ±40.1% | 140.0% | 11.17–26.14 | |
 SOXS Direxion Daily Semiconduc… |
49.23 | ±36.8% | 128.5% | 31.09–67.37 | |
 SOXL Direxion Daily Semiconduc… |
93.67 | ±35.5% | 123.7% | 60.46–126.88 | |
 LCID Lucid Group, Inc. |
3.17 | ±34.0% | 118.6% | 2.09–4.25 | |
 MRNA Moderna, Inc. |
213.42 | ±31.5% | 109.7% | 146.27–280.57 | |
 RIOT Riot Platforms, Inc. |
13.70 | ±27.4% | 95.6% | 9.94–17.45 | |
 MARA Marathon Digital Holdings, Inc. |
7.69 | ±26.9% | 93.7% | 5.62–9.76 | |
 VXX iPath Series B S&P 500 VI… |
18.58 | ±26.7% | 93.1% | 13.62–23.55 | |
 RUN Sunrun Inc. |
7.24 | ±26.2% | 91.5% | 5.34–9.14 | |
 AMC AMC Entertainment Holding… |
2.91 | ±26.0% | 90.8% | 2.15–3.67 | |
 CLSK CleanSpark, Inc. |
8.61 | ±25.8% | 90.1% | 6.38–10.84 | |
| VIX Cboe Volatility Index | 18.70 | ±25.6% | 89.5% | 13.90–23.50 | |
 HIMS Hims & Hers Health, Inc. |
28.05 | ±25.5% | 89.0% | 20.89–35.21 | |
 SMR NuScale Power Corporation |
5.78 | ±25.2% | 88.0% | 4.32–7.24 | |
 SMCI Super Micro Computer, Inc. |
31.55 | ±25.2% | 87.8% | 23.60–39.49 | |
 SNAP Snap Inc. |
6.03 | ±24.3% | 84.9% | 4.56–7.50 | |
 TTD The Trade Desk, Inc. |
12.24 | ±23.7% | 82.7% | 9.34–15.14 | |
 IONQ IonQ, Inc. |
31.49 | ±23.5% | 82.0% | 24.09–38.89 | |
 OKLO Oklo Inc. |
27.87 | ±23.3% | 81.3% | 21.37–34.36 | |
 PLUG Plug Power Inc. |
1.39 | ±23.1% | 80.6% | 1.07–1.71 | |
 RDDT Reddit, Inc. |
156.90 | ±23.1% | 80.6% | 120.66–193.14 | |
 RGTI Rigetti Computing, Inc. |
11.81 | ±22.9% | 80.0% | 9.10–14.53 | |
 TWLO Twilio Inc. |
242.12 | ±22.9% | 79.9% | 186.64–297.60 | |
 APP AppLovin Corporation |
265.97 | ±22.9% | 79.8% | 205.15–326.79 | |
 CVNA Carvana Co. |
58.81 | ±22.8% | 79.6% | 45.39–72.23 | |
 NET Cloudflare, Inc. |
294.80 | ±22.4% | 78.0% | 228.85–360.75 | |
 ENPH Enphase Energy, Inc. |
31.08 | ±22.1% | 77.2% | 24.20–37.96 | |
 ARM Arm Holdings plc American… |
227.00 | ±22.0% | 76.7% | 177.08–276.92 | |
 SOUN SoundHound AI, Inc. |
4.72 | ±21.9% | 76.4% | 3.69–5.75 | |
 W Wayfair Inc. |
107.28 | ±21.9% | 76.4% | 83.80–130.76 | |
 DDOG Datadog, Inc. |
245.92 | ±21.7% | 75.7% | 192.58–299.26 | |
 CLF Cleveland-Cliffs Inc. |
12.08 | ±21.1% | 73.7% | 9.53–14.63 | |
 UPST Upstart Holdings, Inc. |
23.45 | ±21.1% | 73.6% | 18.50–28.40 | |
 AFRM Affirm Holdings, Inc. |
73.16 | ±20.8% | 72.5% | 57.97–88.36 | |
 SHOP Shopify Inc. |
168.40 | ±20.8% | 72.4% | 133.44–203.36 | |
 MSTR Strategy Inc |
139.59 | ±20.7% | 72.2% | 110.70–168.48 | |
 COIN Coinbase Global, Inc. |
172.99 | ±20.6% | 71.9% | 137.35–208.64 | |
 CAVA CAVA Group, Inc. |
57.08 | ±20.6% | 71.9% | 45.32–68.84 | |
 GME GameStop Corp. |
26.79 | ±20.5% | 71.7% | 21.29–32.29 | |
 SQQQ ProShares - UltraPro Short QQQ |
39.10 | ±19.7% | 68.6% | 31.41–46.79 | |
 HOOD Robinhood Markets, Inc. |
98.55 | ±19.4% | 67.7% | 79.42–117.68 | |
 DKNG DraftKings Inc. |
18.85 | ±19.3% | 67.3% | 15.21–22.49 | |
 TQQQ ProShares UltraPro QQQ |
67.85 | ±18.8% | 65.7% | 55.06–80.64 | |
 DELL Dell Technologies Inc. |
449.00 | ±18.8% | 65.6% | 364.55–533.45 | |
 MP MP Materials Corp. |
40.07 | ±18.7% | 65.2% | 32.58–47.56 | |
 PINS Pinterest, Inc. |
21.88 | ±18.6% | 64.9% | 17.81–25.95 | |
 ETSY Etsy, Inc. |
85.14 | ±18.5% | 64.5% | 69.41–100.87 | |
 FTNT Fortinet, Inc. |
168.16 | ±18.4% | 64.3% | 137.13–199.18 | |
 RIVN Rivian Automotive, Inc. |
12.42 | ±18.4% | 64.2% | 10.13–14.71 | |
 MDB MongoDB, Inc. |
335.62 | ±18.4% | 64.1% | 273.91–397.32 | |
 NOW ServiceNow, Inc. |
141.48 | ±18.3% | 63.7% | 115.65–167.31 | |
 CELH Celsius Holdings, Inc. |
28.03 | ±18.1% | 63.1% | 22.96–33.10 | |
 KLAC KLA Corporation |
167.01 | ±18.0% | 62.9% | 136.89–197.13 | |
 NU Nu Holdings Ltd. |
14.56 | ±17.9% | 62.5% | 11.95–17.17 | |
 LYFT Lyft, Inc. |
16.62 | ±17.8% | 62.2% | 13.66–19.58 | |
 AI C3.ai, Inc. |
11.27 | ±17.5% | 61.2% | 9.29–13.25 | |
 FSLR First Solar, Inc. |
172.87 | ±17.4% | 60.7% | 142.79–202.95 | |
 OKTA Okta, Inc. |
185.70 | ±17.4% | 60.6% | 153.42–217.98 | |
 EWZ iShares MSCI Brazil ETF |
41.83 | ±17.0% | 59.4% | 34.71–48.95 | |
 SOFI SoFi Technologies, Inc. |
14.73 | ±16.9% | 59.0% | 12.24–17.22 |
근월물 변동 폭 상위 종목 (만기 8일 이내)
| 종목 | 만기 | DTE | 내재 변동폭 | 범위 |
|---|---|---|---|---|
| UVXY ProShares - Ultra VIX Sho… |
Oct 23 | 4 | ±16.3% | 15.61–21.69 |
| SOXL Direxion Daily Semiconduc… |
Oct 23 | 4 | ±14.9% | 79.69–107.64 |
| SOXS Direxion Daily Semiconduc… |
Oct 23 | 4 | ±14.9% | 41.91–56.55 |
| LCID Lucid Group, Inc. |
Oct 23 | 4 | ±12.8% | 2.77–3.58 |
| CLF Cleveland-Cliffs Inc. |
Oct 23 | 4 | ±12.2% | 10.61–13.55 |
| PLUG Plug Power Inc. |
Oct 23 | 4 | ±11.2% | 1.23–1.54 |
| VXX iPath Series B S&P 500 VI… |
Oct 23 | 4 | ±10.8% | 16.58–20.59 |
| RIOT Riot Platforms, Inc. |
Oct 23 | 4 | ±10.8% | 12.22–15.17 |
| MRNA Moderna, Inc. |
Oct 23 | 4 | ±10.7% | 190.59–236.25 |
| MARA Marathon Digital Holdings, Inc. |
Oct 23 | 4 | ±10.4% | 6.89–8.49 |
| CLSK CleanSpark, Inc. |
Oct 23 | 4 | ±10.1% | 7.74–9.48 |
| AMC AMC Entertainment Holding… |
Oct 23 | 4 | ±9.3% | 2.64–3.18 |
| SMR NuScale Power Corporation |
Oct 23 | 4 | ±9.3% | 5.24–6.31 |
| SMCI Super Micro Computer, Inc. |
Oct 23 | 4 | ±9.1% | 28.66–34.43 |
| GME GameStop Corp. |
Oct 23 | 4 | ±9.1% | 24.36–29.22 |