GRAB ボラティリティ Grab Holdings Limited
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.43.1%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.47.3%
HV6042.1%
IV − HV20スプレッド
-4.2pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
61
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 日分記録済み
Cboe delayed options data · 基準日時： 09:37 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 52.7% | — | ±5.7% |
| Oct 30, 2026 | 10 | 48.4% | +5.3pt | ±7.6% |
| Nov 06, 2026 | 17 | 56.6% | -2.0pt | ±10.8% |
| Nov 13, 2026 | 24 | 53.2% | -6.2pt | ±11.8% |
| Nov 20, 2026 | 31 | 41.7% | -7.9pt | ±10.6% |
| Nov 27, 2026 | 38 | 41.9% | -5.0pt | ±11.6% |
| Dec 18, 2026 | 59 | 40.0% | +13.3pt | ±13.5% |
| Jan 15, 2027 | 87 | 46.4% | -4.6pt | ±18.8% |
| Apr 16, 2027 | 178 | 51.4% | -5.0pt | ±29.2% |
| Jun 17, 2027 | 240 | 46.3% | -9.2pt | ±30.6% |
| Dec 17, 2027 | 423 | 52.1% | -2.5pt | ±45.0% |
| Jan 21, 2028 | 458 | 54.9% | -2.1pt | ±49.1% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20